-16.0%
JD vs PNR
-47.3%
+31.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | -2.6% | -5.5% | +2.9% | -2.0% |
| 30D | -15.4% | -15.6% | +0.2% | -13.9% |
| 3M | -5.0% | -20.2% | +15.2% | -3.6% |
| 6M | +0.9% | -36.6% | +37.5% | +7.0% |
| YTD | -2.5% | -45.0% | +42.5% | +7.3% |
| 1Y | -16.0% | -47.4% | +31.4% | -4.2% |
| All | -16.0% | -47.3% | +31.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling