+54.3%
JD vs PPG
+42.4%
+11.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.0% |
| 30D | -13.2% | -5.0% | -8.2% | -11.2% |
| 3M | -3.2% | +1.1% | -4.3% | -4.7% |
| 6M | +15.2% | -3.2% | +18.4% | +14.8% |
| YTD | +2.0% | +11.9% | -9.9% | -5.9% |
| 1Y | -5.4% | +5.3% | -10.7% | -10.3% |
| 3Y | -9.1% | -15.0% | +5.9% | -4.8% |
| 5Y | -59.6% | -19.6% | -40.0% | -57.7% |
| 10Y | +26.2% | +27.0% | -0.8% | +1.5% |
| All | +54.3% | +42.4% | +11.9% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling