+52.4%
JD vs PNR
+69.7%
-17.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | +4.6% | +31.7% | -27.1% | -6.9% |
| 3M | -4.7% | +2.6% | -7.4% | -6.4% |
| 6M | -17.4% | -6.4% | -11.0% | -16.9% |
| YTD | +0.7% | -33.4% | +34.2% | +15.8% |
| 1Y | -5.9% | -35.1% | +29.2% | +9.3% |
| 3Y | +18.9% | +17.1% | +1.8% | +4.4% |
| 5Y | -62.9% | -3.5% | -59.4% | -65.5% |
| 10Y | +32.5% | +100.2% | -67.7% | -13.8% |
| All | +52.4% | +69.7% | -17.3% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling