-19.0%
PWR vs JD
-10.6%
-8.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +7.0% |
| 7D | -12.9% | +13.4% | -26.2% | -8.8% |
| 30D | -22.8% | +7.7% | -30.5% | -20.5% |
| 3M | -19.0% | -11.3% | -7.7% | -23.7% |
| All | -19.0% | -10.6% | -8.4% | -23.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling