+104.9%
PSX vs JD
-9.5%
+114.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +1.6% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | +27.8% | -16.0% | +43.8% | +28.3% |
| 3M | +42.0% | -3.2% | +45.2% | +41.1% |
| 6M | +58.1% | +6.1% | +52.1% | +54.7% |
| YTD | +105.0% | -0.1% | +105.1% | +103.0% |
| 1Y | +104.9% | -12.7% | +117.6% | +109.4% |
| All | +104.9% | -9.5% | +114.4% | +109.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling