+32.2%
JD vs PPL
+65.2%
-33.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | +4.2% | +3.0% | +1.2% | +3.5% |
| 3M | -12.8% | +1.1% | -13.9% | -13.1% |
| 6M | -8.8% | -0.8% | -8.0% | -8.9% |
| YTD | +0.5% | +3.5% | -3.0% | -0.9% |
| 1Y | -8.8% | -0.9% | -7.8% | -9.0% |
| 3Y | +18.6% | +54.2% | -35.6% | +4.1% |
| 5Y | -62.2% | +46.3% | -108.5% | -66.5% |
| 10Y | +32.2% | +65.0% | -32.8% | +4.9% |
| All | +32.2% | +65.2% | -33.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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