-20.9%
JD vs PLTD
-77.8%
+56.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.8% | +2.4% |
| 7D | -1.7% | +5.9% | -7.6% | -1.0% |
| 30D | -13.2% | -11.6% | -1.5% | -14.3% |
| 3M | -3.2% | -29.9% | +26.8% | -6.1% |
| 6M | +15.2% | -28.5% | +43.8% | +12.8% |
| YTD | +2.0% | -20.4% | +22.4% | +1.9% |
| 1Y | -5.4% | -33.3% | +27.9% | -7.4% |
| All | -20.9% | -77.8% | +56.9% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling