+51.2%
JD vs PSLV
+174.4%
-123.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.9% |
| 7D | -0.8% | +2.7% | -3.5% | -1.4% |
| 30D | -16.0% | +3.5% | -19.5% | -16.7% |
| 3M | -3.2% | +0.3% | -3.5% | -3.7% |
| 6M | +6.1% | -21.0% | +27.1% | +10.5% |
| YTD | -0.1% | -8.9% | +8.8% | -2.5% |
| 1Y | -12.7% | +54.0% | -66.7% | -26.2% |
| 3Y | -6.3% | +175.4% | -181.8% | -31.6% |
| 5Y | -61.3% | +157.7% | -219.0% | -71.7% |
| 10Y | +17.6% | +184.9% | -167.3% | -21.9% |
| All | +51.2% | +174.4% | -123.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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