+28.4%
JD vs PR
+62.9%
-34.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.1% | +3.6% |
| 7D | +11.7% | -16.5% | +28.3% | +12.9% |
| 30D | +8.1% | -4.5% | +12.6% | +8.3% |
| 3M | -12.0% | +8.5% | -20.5% | -12.6% |
| 6M | -3.5% | -3.3% | -0.2% | -3.6% |
| YTD | +3.3% | +55.7% | -52.4% | -0.1% |
| 1Y | -7.4% | +82.0% | -89.5% | -11.5% |
| 3Y | +16.6% | +62.5% | -45.9% | +11.7% |
| 5Y | -57.9% | +223.9% | -281.8% | -61.5% |
| All | +28.4% | +62.9% | -34.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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