-61.6%
JD vs PNR
-20.5%
-41.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.7% |
| 7D | -3.0% | -3.9% | +0.9% | -1.4% |
| 30D | -19.3% | -13.8% | -5.5% | -14.6% |
| 3M | -6.0% | -22.5% | +16.5% | +2.7% |
| 6M | +1.8% | -37.2% | +38.9% | +21.2% |
| YTD | -2.6% | -44.2% | +41.6% | +21.9% |
| 1Y | -17.4% | -46.6% | +29.2% | +5.5% |
| 3Y | -8.6% | -12.5% | +3.9% | -12.1% |
| 5Y | -61.6% | -19.3% | -42.3% | -63.8% |
| All | -61.6% | -20.5% | -41.1% | -63.8% |
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 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