+284.4%
PM vs JD
+48.3%
+236.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.1% |
| 7D | -4.9% | -1.7% | -3.2% | -4.8% |
| 30D | -3.4% | -13.2% | +9.8% | -2.5% |
| 3M | +5.2% | -3.2% | +8.4% | +5.3% |
| 6M | +3.7% | +15.2% | -11.5% | +2.6% |
| YTD | +15.8% | +2.0% | +13.8% | +15.4% |
| 1Y | +17.4% | -5.4% | +22.7% | +17.4% |
| 3Y | +116.9% | -9.1% | +126.0% | +114.0% |
| 5Y | +117.3% | -59.6% | +176.9% | +121.6% |
| 10Y | +193.8% | +26.2% | +167.5% | +163.4% |
| All | +284.4% | +48.3% | +236.1% | +241.6% |
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