+54.3%
JD vs PNR
+48.9%
+5.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -1.7% | -2.4% | +0.7% | -0.7% |
| 30D | -13.2% | -12.8% | -0.4% | -8.4% |
| 3M | -3.2% | -17.0% | +13.8% | +2.9% |
| 6M | +15.2% | -37.4% | +52.6% | +36.9% |
| YTD | +2.0% | -41.6% | +43.6% | +24.3% |
| 1Y | -5.4% | -44.6% | +39.2% | +17.9% |
| 3Y | -9.1% | -12.1% | +3.0% | -9.5% |
| 5Y | -59.6% | -17.4% | -42.2% | -59.8% |
| 10Y | +26.2% | +64.0% | -37.8% | -10.7% |
| All | +54.3% | +48.9% | +5.4% | +16.3% |
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