+18.9%
JD vs PPG
+2.6%
+16.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -4.1% | +0.7% | -4.9% | -4.4% |
| 30D | +4.6% | +17.6% | -13.0% | -2.2% |
| 3M | -4.7% | +7.5% | -12.2% | -7.7% |
| 6M | -17.4% | +17.6% | -35.0% | -24.2% |
| YTD | +0.7% | +22.6% | -21.9% | -11.7% |
| 1Y | -5.9% | +28.0% | -33.9% | -19.7% |
| 3Y | +18.9% | +1.8% | +17.1% | +29.1% |
| All | +18.9% | +2.6% | +16.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling