+316.7%
PM vs JD
+52.8%
+264.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -5.2% | +13.4% | -18.6% | -6.0% |
| 30D | +2.7% | +7.7% | -5.0% | +2.2% |
| 3M | +5.2% | -11.3% | +16.5% | +6.0% |
| 6M | +17.0% | -5.1% | +22.1% | +17.2% |
| YTD | +25.5% | +5.0% | +20.5% | +24.8% |
| 1Y | +35.5% | -5.6% | +41.2% | +35.6% |
| 3Y | +143.9% | +17.8% | +126.1% | +136.3% |
| 5Y | +161.8% | -57.2% | +219.0% | +166.1% |
| 10Y | +235.9% | +34.8% | +201.1% | +200.1% |
| All | +316.7% | +52.8% | +264.0% | +269.5% |
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