+1,728.2%
PWR vs JD
+48.9%
+1,679.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.5% | +11.9% | +9.7% |
| 7D | -4.8% | +7.9% | -12.7% | -6.0% |
| 30D | -16.2% | +4.8% | -21.0% | -16.9% |
| 3M | -11.9% | -13.9% | +2.0% | -10.3% |
| 6M | -20.6% | -5.8% | -14.8% | -20.3% |
| YTD | +40.3% | +2.4% | +37.8% | +38.6% |
| 1Y | +33.0% | -7.5% | +40.6% | +33.5% |
| 3Y | +250.0% | +20.9% | +229.1% | +227.6% |
| 5Y | +404.2% | -58.0% | +462.2% | +428.5% |
| 10Y | +1,865.8% | +28.9% | +1,836.9% | +1,458.0% |
| All | +1,728.2% | +48.9% | +1,679.3% | +1,234.5% |
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