+51.4%
PYPL vs JD
+2.1%
+49.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.6% |
| 7D | +2.7% | -1.7% | +4.3% | +3.2% |
| 30D | -4.9% | -13.2% | +8.3% | -1.1% |
| 3M | +28.9% | -3.2% | +32.1% | +29.7% |
| 6M | +18.2% | +15.2% | +3.0% | +12.4% |
| YTD | -5.0% | +2.0% | -7.0% | -6.4% |
| 1Y | -18.8% | -5.4% | -13.4% | -18.3% |
| 3Y | -12.6% | -9.1% | -3.5% | -16.6% |
| 5Y | -80.8% | -59.6% | -21.2% | -78.2% |
| 10Y | +49.9% | +26.2% | +23.7% | +11.2% |
| All | +51.4% | +2.1% | +49.3% | +15.2% |
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 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