+4.9%
PEP vs JD
-8.8%
+13.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | +6.7% | +11.7% | -5.1% | +6.4% |
| 30D | +13.5% | +8.1% | +5.4% | +13.2% |
| 3M | +3.9% | -12.0% | +15.9% | +4.3% |
| 6M | -6.0% | -3.5% | -2.5% | -6.4% |
| YTD | +2.5% | +3.3% | -0.9% | +1.0% |
| All | +4.9% | -8.8% | +13.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling