+171.3%
JNJ vs PDD
+203.8%
-32.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.2% | +2.2% |
| 7D | +4.3% | -1.4% | +5.7% | +4.3% |
| 30D | +7.9% | -1.0% | +9.0% | +7.9% |
| 3M | +9.4% | -12.3% | +21.6% | +9.5% |
| 6M | +28.8% | -18.5% | +47.3% | +29.0% |
| YTD | +38.5% | -29.0% | +67.5% | +38.8% |
| 1Y | +54.6% | -40.7% | +95.3% | +55.2% |
| 3Y | +108.4% | -25.7% | +134.1% | +108.1% |
| 5Y | +99.6% | -3.3% | +102.9% | +98.9% |
| All | +171.3% | +203.8% | -32.4% | +155.0% |
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