+30.5%
JD vs PLUG
+6.6%
+23.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.4% | -5.8% | +0.7% |
| 7D | +13.4% | +5.8% | +7.5% | +12.3% |
| 30D | +7.7% | -18.5% | +26.2% | +10.4% |
| 3M | -11.3% | -30.0% | +18.7% | -7.6% |
| 6M | -5.1% | -56.2% | +51.0% | +4.2% |
| YTD | +5.0% | -26.4% | +31.4% | +5.3% |
| 1Y | -5.6% | -42.2% | +36.6% | -2.7% |
| 3Y | +17.8% | -76.8% | +94.6% | +17.8% |
| 5Y | -57.2% | -96.2% | +39.1% | -47.0% |
| All | +30.5% | +6.6% | +23.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling