+159.5%
PM vs JD
-63.6%
+223.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -2.4% | -4.0% | +1.6% | -2.2% |
| 30D | -1.3% | +2.7% | -4.0% | -1.4% |
| 3M | +6.5% | -13.0% | +19.6% | +7.1% |
| 6M | +7.0% | -12.7% | +19.7% | +7.5% |
| YTD | +25.8% | -0.8% | +26.6% | +25.6% |
| 1Y | +30.9% | -8.9% | +39.8% | +31.2% |
| 3Y | +148.0% | +17.0% | +130.9% | +142.5% |
| All | +159.5% | -63.6% | +223.1% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling