+361.5%
PSX vs JD
+52.8%
+308.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -13.1% | +13.4% | -26.5% | -14.6% |
| 30D | -9.5% | +7.7% | -17.2% | -10.5% |
| 3M | +20.2% | -11.3% | +31.5% | +21.7% |
| 6M | +44.9% | -5.1% | +50.0% | +45.3% |
| YTD | +94.4% | +5.0% | +89.4% | +91.6% |
| 1Y | +83.1% | -5.6% | +88.7% | +83.0% |
| 3Y | +132.2% | +17.8% | +114.4% | +120.5% |
| 5Y | +278.8% | -57.2% | +336.0% | +293.3% |
| 10Y | +354.2% | +34.8% | +319.4% | +255.8% |
| All | +361.5% | +52.8% | +308.7% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling