+47.2%
PYPL vs JD
+31.7%
+15.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.1% |
| 7D | +2.2% | +7.9% | -5.7% | -0.2% |
| 30D | +8.1% | +4.8% | +3.4% | +6.6% |
| 3M | +1.9% | -13.9% | +15.8% | +6.2% |
| 6M | +33.1% | -5.8% | +38.9% | +34.6% |
| YTD | +3.8% | +2.4% | +1.4% | +2.0% |
| 1Y | -8.3% | -7.5% | -0.8% | -7.0% |
| 3Y | +11.9% | +20.9% | -9.0% | -2.8% |
| 5Y | -70.4% | -58.0% | -12.4% | -66.6% |
| 10Y | +47.2% | +28.9% | +18.3% | +11.2% |
| All | +47.2% | +31.7% | +15.5% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling