+156.3%
PG vs JD
+48.3%
+108.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | +1.9% | -1.7% | +3.5% | +1.9% |
| 30D | -0.2% | -13.2% | +12.9% | +0.4% |
| 3M | +4.8% | -3.2% | +8.0% | +4.9% |
| 6M | -6.1% | +15.2% | -21.3% | -6.9% |
| YTD | +4.5% | +2.0% | +2.5% | +4.2% |
| 1Y | -5.3% | -5.4% | +0.1% | -5.3% |
| 3Y | +2.6% | -9.1% | +11.7% | +1.6% |
| 5Y | +15.6% | -59.6% | +75.2% | +17.6% |
| 10Y | +118.0% | +26.2% | +91.8% | +98.7% |
| All | +156.3% | +48.3% | +108.0% | +133.2% |
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