+16.5%
JD vs PPG
+26.9%
-10.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.2% | -6.2% | +2.0% | -1.4% |
| 30D | -14.4% | -7.9% | -6.5% | -11.1% |
| 3M | -3.6% | -10.2% | +6.7% | +0.5% |
| 6M | -0.3% | +2.7% | -3.0% | -3.3% |
| YTD | -2.4% | +4.9% | -7.2% | -7.1% |
| 1Y | -18.5% | -3.2% | -15.3% | -19.6% |
| 3Y | -7.0% | -17.0% | +10.0% | -1.6% |
| 5Y | -61.7% | -23.3% | -38.4% | -59.1% |
| All | +16.5% | +26.9% | -10.3% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling