-7.2%
JD vs PNR
-13.0%
+5.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.9% |
| 7D | -3.0% | -3.9% | +0.9% | -1.9% |
| 30D | -19.3% | -13.8% | -5.5% | -15.9% |
| 3M | -6.0% | -22.5% | +16.5% | +0.2% |
| 6M | +1.8% | -37.2% | +38.9% | +16.4% |
| YTD | -2.6% | -44.2% | +41.6% | +16.1% |
| 1Y | -17.4% | -46.6% | +29.2% | +0.2% |
| All | -7.2% | -13.0% | +5.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling