+30.5%
JD vs PPL
+62.0%
-31.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +13.4% | +0.4% | +12.9% | +13.2% |
| 30D | +7.7% | +5.4% | +2.2% | +6.3% |
| 3M | -11.3% | +4.3% | -15.5% | -12.3% |
| 6M | -5.1% | -1.3% | -3.8% | -5.1% |
| YTD | +5.0% | +4.7% | +0.4% | +3.3% |
| 1Y | -5.6% | +1.3% | -6.9% | -6.4% |
| 3Y | +17.8% | +57.2% | -39.5% | +2.9% |
| 5Y | -57.2% | +48.2% | -105.4% | -62.1% |
| All | +30.5% | +62.0% | -31.5% | +4.5% |
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