+141.8%
PEP vs JD
+52.8%
+89.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | +2.9% | +13.4% | -10.4% | +2.2% |
| 30D | +14.2% | +7.7% | +6.5% | +13.7% |
| 3M | +3.2% | -11.3% | +14.5% | +3.8% |
| 6M | -7.4% | -5.1% | -2.3% | -7.3% |
| YTD | +1.5% | +5.0% | -3.6% | +0.9% |
| 1Y | +3.9% | -5.6% | +9.5% | +4.0% |
| 3Y | -5.5% | +17.8% | -23.3% | -8.2% |
| 5Y | +0.1% | -57.2% | +57.3% | +1.9% |
| 10Y | +82.1% | +34.8% | +47.3% | +63.6% |
| All | +141.8% | +52.8% | +89.1% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling