+379.1%
PSX vs JD
+48.3%
+330.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +4.5% | -1.7% | +6.2% | +4.8% |
| 30D | +26.6% | -13.2% | +39.8% | +28.8% |
| 3M | +39.3% | -3.2% | +42.5% | +39.6% |
| 6M | +56.8% | +15.2% | +41.6% | +53.0% |
| YTD | +101.8% | +2.0% | +99.8% | +100.0% |
| 1Y | +99.6% | -5.4% | +105.0% | +99.5% |
| 3Y | +140.3% | -9.1% | +149.5% | +136.1% |
| 5Y | +339.3% | -59.6% | +398.9% | +360.5% |
| 10Y | +369.9% | +26.2% | +343.6% | +271.9% |
| All | +379.1% | +48.3% | +330.8% | +269.8% |
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