+36.9%
PYPL vs JD
+18.8%
+18.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.6% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -9.7% | -16.0% | +6.3% | -5.2% |
| 3M | +29.2% | -3.2% | +32.4% | +30.0% |
| 6M | +13.9% | +6.1% | +7.8% | +11.0% |
| YTD | -8.1% | -0.1% | -8.0% | -8.9% |
| 1Y | -21.4% | -12.7% | -8.7% | -18.9% |
| 3Y | -11.8% | -6.3% | -5.5% | -16.9% |
| 5Y | -81.1% | -61.3% | -19.8% | -78.1% |
| 10Y | +36.9% | +17.6% | +19.3% | +5.3% |
| All | +36.9% | +18.8% | +18.2% | +5.3% |
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 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