-9.7%
JD vs PPG
+38.5%
-48.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.0% | -1.9% | +2.4% |
| 7D | +9.0% | +7.5% | +1.5% | +8.0% |
| 30D | +5.2% | +20.9% | -15.7% | +2.9% |
| 3M | -15.9% | +8.7% | -24.6% | -16.9% |
| 6M | -7.7% | +23.8% | -31.5% | -11.0% |
| YTD | +0.1% | +26.5% | -26.5% | -8.4% |
| 1Y | -9.7% | +37.6% | -47.3% | -19.3% |
| All | -9.7% | +38.5% | -48.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling