+5.9%
JD vs PR
+160.5%
-154.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.6% | +3.5% |
| 7D | +9.0% | -12.1% | +21.1% | +9.8% |
| 30D | +5.2% | +0.9% | +4.3% | +5.0% |
| 3M | -15.9% | +10.1% | -26.0% | -16.6% |
| 6M | -7.7% | +1.1% | -8.8% | -8.0% |
| YTD | +0.1% | +63.7% | -63.6% | -3.5% |
| 1Y | -9.7% | +87.0% | -96.8% | -13.8% |
| 3Y | +12.9% | +70.7% | -57.9% | +7.9% |
| 5Y | -60.6% | +246.8% | -307.4% | -64.1% |
| 10Y | +28.4% | +72.6% | -44.2% | +38.0% |
| All | +5.9% | +160.5% | -154.5% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling