+172.7%
JNJ vs PDD
+192.6%
-19.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | +4.1% | -7.6% | +11.8% | +4.2% |
| 30D | +14.0% | -5.4% | +19.4% | +14.1% |
| 3M | +9.2% | -12.9% | +22.1% | +9.3% |
| 6M | +27.8% | -19.0% | +46.8% | +28.0% |
| YTD | +39.2% | -31.6% | +70.8% | +39.5% |
| 1Y | +49.1% | -43.0% | +92.1% | +49.7% |
| 3Y | +109.7% | -28.9% | +138.6% | +109.4% |
| 5Y | +97.6% | -18.4% | +116.0% | +97.6% |
| All | +172.7% | +192.6% | -19.9% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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