-62.2%
JD vs PNR
+0.4%
-62.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.4% | -3.7% | +4.2% | +1.8% |
| 30D | +4.2% | +33.1% | -28.9% | -7.4% |
| 3M | -12.8% | +3.7% | -16.4% | -14.5% |
| 6M | -8.8% | -7.7% | -1.1% | -7.5% |
| YTD | +0.5% | -32.4% | +32.9% | +16.4% |
| 1Y | -8.8% | -35.0% | +26.2% | +7.7% |
| 3Y | +18.6% | +17.1% | +1.5% | -0.8% |
| 5Y | -62.2% | +0.1% | -62.4% | -67.0% |
| All | -62.2% | +0.4% | -62.7% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling