+354.9%
PWR vs JD
-58.0%
+412.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +6.1% |
| 7D | -12.9% | +13.4% | -26.2% | -14.1% |
| 30D | -22.8% | +7.7% | -30.5% | -23.5% |
| 3M | -19.0% | -11.3% | -7.7% | -18.1% |
| 6M | -31.1% | -5.1% | -25.9% | -30.9% |
| YTD | +28.3% | +5.0% | +23.2% | +26.9% |
| 1Y | +22.2% | -5.6% | +27.9% | +22.3% |
| 3Y | +222.2% | +17.8% | +204.4% | +210.3% |
| All | +354.9% | -58.0% | +412.9% | +381.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling