+1,829.7%
PWR vs JD
+48.3%
+1,781.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | +3.6% | -1.7% | +5.3% | +3.8% |
| 30D | -8.6% | -13.2% | +4.6% | -6.8% |
| 3M | -13.2% | -3.2% | -10.0% | -13.0% |
| 6M | +9.9% | +15.2% | -5.3% | +7.0% |
| YTD | +48.0% | +2.0% | +46.1% | +46.7% |
| 1Y | +66.2% | -5.4% | +71.5% | +66.4% |
| 3Y | +195.1% | -9.1% | +204.2% | +188.6% |
| 5Y | +442.6% | -59.6% | +502.2% | +472.2% |
| 10Y | +2,334.2% | +26.2% | +2,308.0% | +1,837.9% |
| All | +1,829.7% | +48.3% | +1,781.4% | +1,312.3% |
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