+156.2%
PSX vs JD
+17.9%
+138.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.6% |
| 7D | +7.8% | -4.1% | +11.9% | +8.2% |
| 30D | -10.9% | +4.6% | -15.5% | -11.4% |
| 3M | +14.5% | -4.7% | +19.2% | +15.0% |
| 6M | +56.1% | -17.4% | +73.5% | +59.1% |
| YTD | +109.6% | +0.7% | +108.9% | +107.4% |
| 1Y | +95.5% | -5.9% | +101.4% | +95.4% |
| 3Y | +156.2% | +18.9% | +137.3% | +153.1% |
| All | +156.2% | +17.9% | +138.3% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling