+338.3%
PSX vs JD
+26.7%
+311.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -7.8% | +5.2% | -13.0% | -8.4% |
| 30D | -9.9% | +4.5% | -14.4% | -10.5% |
| 3M | +16.9% | -15.4% | +32.4% | +19.1% |
| 6M | +48.0% | -6.0% | +54.0% | +48.5% |
| YTD | +98.3% | +2.2% | +96.2% | +96.2% |
| 1Y | +86.2% | -6.7% | +92.8% | +86.3% |
| 3Y | +144.0% | +20.5% | +123.4% | +131.7% |
| 5Y | +287.7% | -58.4% | +346.2% | +305.3% |
| 10Y | +338.3% | +32.5% | +305.8% | +246.7% |
| All | +338.3% | +26.7% | +311.6% | +246.7% |
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