+63.2%
PYPL vs JD
+5.1%
+58.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | +3.9% | +13.4% | -9.4% | +0.1% |
| 30D | +7.8% | +7.7% | +0.1% | +5.4% |
| 3M | -0.7% | -11.3% | +10.6% | +2.5% |
| 6M | +28.8% | -5.1% | +33.9% | +29.9% |
| YTD | +2.4% | +5.0% | -2.7% | 0.0% |
| 1Y | -9.6% | -5.6% | -4.0% | -8.9% |
| 3Y | +9.7% | +17.8% | -8.1% | -3.4% |
| 5Y | -73.5% | -57.2% | -16.3% | -70.4% |
| 10Y | +46.5% | +34.8% | +11.7% | +6.7% |
| All | +63.2% | +5.1% | +58.0% | +23.0% |
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