+30.5%
JD vs PR
+66.0%
-35.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | +13.4% | -16.4% | +29.8% | +14.6% |
| 30D | +7.7% | -1.9% | +9.6% | +7.7% |
| 3M | -11.3% | +8.0% | -19.2% | -11.9% |
| 6M | -5.1% | +4.1% | -9.2% | -5.7% |
| YTD | +5.0% | +58.7% | -53.7% | +1.4% |
| 1Y | -5.6% | +75.8% | -81.5% | -9.5% |
| 3Y | +17.8% | +73.2% | -55.4% | +12.4% |
| 5Y | -57.2% | +230.1% | -287.3% | -60.9% |
| All | +30.5% | +66.0% | -35.6% | +42.7% |
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