+4.8%
PEP vs JD
-6.9%
+11.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.2% |
| 7D | +4.6% | +5.2% | -0.6% | +4.4% |
| 30D | +14.0% | +4.5% | +9.5% | +13.8% |
| 3M | +5.4% | -15.4% | +20.8% | +5.9% |
| 6M | -5.1% | -6.0% | +0.9% | -5.5% |
| YTD | +3.1% | +2.2% | +1.0% | +1.6% |
| 1Y | +4.8% | -6.7% | +11.4% | +4.6% |
| All | +4.8% | -6.9% | +11.7% | +4.6% |
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