-61.8%
JD vs PPG
-24.6%
-37.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +1.1% |
| 7D | -2.6% | -5.1% | +2.6% | +0.1% |
| 30D | -15.4% | -9.6% | -5.8% | -10.9% |
| 3M | -5.0% | -6.4% | +1.4% | -2.9% |
| 6M | +0.9% | +0.5% | +0.4% | -1.8% |
| YTD | -2.5% | +4.4% | -6.9% | -8.5% |
| 1Y | -16.0% | -0.9% | -15.1% | -18.9% |
| 3Y | -8.5% | -17.0% | +8.4% | -1.8% |
| 5Y | -61.8% | -23.7% | -38.1% | -62.8% |
| All | -61.8% | -24.6% | -37.2% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling