+1,831.6%
PWR vs JD
+31.5%
+1,800.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +11.3% | -4.1% | +15.4% | +11.9% |
| 30D | -8.9% | +4.6% | -13.5% | -9.6% |
| 3M | -10.5% | -4.7% | -5.8% | -10.1% |
| 6M | -22.2% | -17.4% | -4.8% | -20.3% |
| YTD | +42.7% | +0.7% | +42.0% | +41.4% |
| 1Y | +41.1% | -5.9% | +47.0% | +41.2% |
| 3Y | +242.7% | +18.9% | +223.9% | +221.1% |
| 5Y | +418.5% | -62.9% | +481.5% | +461.4% |
| All | +1,831.6% | +31.5% | +1,800.1% | +1,294.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling