+385.8%
PSX vs JD
+46.1%
+339.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -8.1% | +4.2% | -12.3% | -8.7% |
| 3M | +15.9% | -12.8% | +28.7% | +17.6% |
| 6M | +49.4% | -8.8% | +58.2% | +50.4% |
| YTD | +104.7% | +0.5% | +104.2% | +102.8% |
| 1Y | +89.1% | -8.8% | +97.8% | +89.8% |
| 3Y | +151.7% | +18.6% | +133.2% | +138.8% |
| 5Y | +298.3% | -62.2% | +360.6% | +322.0% |
| 10Y | +357.1% | +32.2% | +324.8% | +258.7% |
| All | +385.8% | +46.1% | +339.7% | +275.0% |
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