+277.8%
PSX vs JD
-58.0%
+335.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -13.1% | +13.4% | -26.5% | -14.0% |
| 30D | -9.5% | +7.7% | -17.2% | -10.1% |
| 3M | +20.2% | -11.3% | +31.5% | +21.3% |
| 6M | +44.9% | -5.1% | +50.0% | +45.1% |
| YTD | +94.4% | +5.0% | +89.4% | +92.6% |
| 1Y | +83.1% | -5.6% | +88.7% | +83.1% |
| 3Y | +132.2% | +17.8% | +114.4% | +127.3% |
| All | +277.8% | -58.0% | +335.7% | +278.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling