+361.6%
PSX vs JD
+31.5%
+330.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.6% |
| 7D | +7.8% | -4.1% | +11.9% | +8.3% |
| 30D | -10.9% | +4.6% | -15.5% | -11.5% |
| 3M | +14.5% | -4.7% | +19.2% | +14.9% |
| 6M | +56.1% | -17.4% | +73.5% | +59.2% |
| YTD | +109.6% | +0.7% | +108.9% | +107.7% |
| 1Y | +95.5% | -5.9% | +101.4% | +95.4% |
| 3Y | +156.2% | +18.9% | +137.3% | +143.7% |
| 5Y | +310.0% | -62.9% | +372.9% | +337.6% |
| All | +361.6% | +31.5% | +330.2% | +264.7% |
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