+1,702.5%
PWR vs JD
+48.6%
+1,653.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -11.2% | +5.2% | -16.4% | -12.0% |
| 30D | -17.4% | +4.5% | -21.9% | -18.1% |
| 3M | -11.7% | -15.4% | +3.7% | -9.9% |
| 6M | -21.7% | -6.0% | -15.7% | -21.4% |
| YTD | +38.3% | +2.2% | +36.1% | +36.7% |
| 1Y | +29.6% | -6.7% | +36.2% | +29.8% |
| 3Y | +236.1% | +20.5% | +215.6% | +214.8% |
| 5Y | +406.3% | -58.4% | +464.8% | +431.7% |
| 10Y | +1,796.7% | +32.5% | +1,764.2% | +1,397.9% |
| All | +1,702.5% | +48.6% | +1,653.9% | +1,216.1% |
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