+80.3%
PEP vs JD
+31.7%
+48.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | +1.0% | +7.9% | -6.9% | +0.6% |
| 30D | +12.6% | +4.8% | +7.9% | +12.3% |
| 3M | +3.1% | -13.9% | +17.1% | +4.0% |
| 6M | -6.3% | -5.8% | -0.5% | -6.1% |
| YTD | +1.9% | +2.4% | -0.5% | +1.4% |
| 1Y | +3.3% | -7.5% | +10.8% | +3.5% |
| 3Y | -4.8% | +20.9% | -25.7% | -7.8% |
| 5Y | +2.0% | -58.0% | +60.1% | +4.4% |
| 10Y | +80.3% | +28.9% | +51.4% | +57.4% |
| All | +80.3% | +31.7% | +48.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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