+56.4%
JD vs PLUG
-69.5%
+125.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.5% | +10.8% | +4.3% |
| 7D | +11.7% | -4.9% | +16.7% | +12.4% |
| 30D | +8.1% | -27.4% | +35.5% | +12.5% |
| 3M | -12.0% | -35.7% | +23.7% | -7.2% |
| 6M | -3.5% | -59.3% | +55.8% | +7.2% |
| YTD | +3.3% | -31.5% | +34.8% | +4.6% |
| 1Y | -7.4% | -48.9% | +41.4% | -2.9% |
| 3Y | +16.6% | -79.6% | +96.2% | +18.7% |
| 5Y | -57.9% | -96.5% | +38.6% | -47.4% |
| 10Y | +32.6% | -4.9% | +37.5% | -0.8% |
| All | +56.4% | -69.5% | +125.9% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling