+1,692.6%
PLTR vs JD
-58.6%
+1,751.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.7% |
| 7D | -5.3% | -0.8% | -4.6% | -5.1% |
| 30D | -1.0% | -16.0% | +15.1% | +4.4% |
| 3M | +24.8% | -3.2% | +28.0% | +25.6% |
| 6M | +8.4% | +6.1% | +2.3% | +5.0% |
| YTD | -4.2% | -0.1% | -4.1% | -5.5% |
| 1Y | +9.1% | -12.7% | +21.8% | +12.1% |
| 3Y | +1,025.6% | -6.3% | +1,031.9% | +955.1% |
| 5Y | +565.8% | -61.3% | +627.1% | +689.7% |
| All | +1,692.6% | -58.6% | +1,751.2% | +1,937.2% |
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 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