+376.3%
PSX vs JD
+20.5%
+355.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +1.5% | -2.6% | +4.1% | +1.8% |
| 30D | +15.8% | -15.4% | +31.2% | +18.1% |
| 3M | +43.0% | -5.0% | +48.0% | +43.7% |
| 6M | +61.1% | +0.9% | +60.2% | +60.0% |
| YTD | +104.5% | -2.5% | +107.0% | +103.8% |
| 1Y | +102.5% | -16.0% | +118.5% | +105.5% |
| 3Y | +133.5% | -8.5% | +142.0% | +129.6% |
| 5Y | +367.0% | -61.8% | +428.7% | +394.6% |
| All | +376.3% | +20.5% | +355.9% | +277.7% |
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