+260.9%
PM vs JD
+31.1%
+229.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -7.1% | +0.4% | -7.5% | -7.1% |
| 30D | -2.8% | +4.2% | -7.0% | -3.1% |
| 3M | +6.3% | -12.8% | +19.1% | +7.2% |
| 6M | +9.6% | -8.8% | +18.4% | +10.1% |
| YTD | +25.6% | +0.5% | +25.1% | +25.2% |
| 1Y | +29.7% | -8.8% | +38.4% | +30.1% |
| 3Y | +147.6% | +18.6% | +129.0% | +139.0% |
| 5Y | +160.1% | -62.2% | +222.4% | +168.4% |
| 10Y | +260.9% | +32.2% | +228.7% | +214.8% |
| All | +260.9% | +31.1% | +229.8% | +214.8% |
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