+110.8%
JNJ vs PDD
-28.8%
+139.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +3.5% | -4.9% | +8.3% | +3.4% |
| 30D | +12.5% | -3.0% | +15.6% | +12.5% |
| 3M | +9.6% | -6.2% | +15.7% | +9.5% |
| 6M | +25.3% | -20.7% | +46.1% | +25.1% |
| YTD | +40.3% | -30.4% | +70.7% | +39.9% |
| 1Y | +49.6% | -41.3% | +90.9% | +49.2% |
| 3Y | +110.8% | -27.7% | +138.5% | +108.4% |
| All | +110.8% | -28.8% | +139.6% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling