+56.4%
JD vs PPL
+99.8%
-43.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +11.7% | +1.0% | +10.7% | +11.5% |
| 30D | +8.1% | +6.8% | +1.3% | +6.3% |
| 3M | -12.0% | +3.9% | -15.8% | -12.9% |
| 6M | -3.5% | -2.0% | -1.5% | -3.3% |
| YTD | +3.3% | +5.3% | -1.9% | +1.5% |
| 1Y | -7.4% | +2.2% | -9.6% | -8.4% |
| 3Y | +16.6% | +56.7% | -40.1% | +1.9% |
| 5Y | -57.9% | +49.1% | -106.9% | -62.8% |
| 10Y | +32.6% | +63.6% | -31.0% | +9.5% |
| All | +56.4% | +99.8% | -43.4% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling