+83.7%
JNJ vs PDD
-22.7%
+106.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.1% |
| 7D | +2.7% | -4.1% | +6.7% | +2.7% |
| 30D | +7.4% | -9.6% | +17.0% | +7.3% |
| 3M | +21.2% | -4.3% | +25.5% | +21.2% |
| 6M | +13.4% | -18.8% | +32.2% | +13.3% |
| YTD | +35.1% | -27.5% | +62.6% | +35.0% |
| 1Y | +57.4% | -33.6% | +91.1% | +57.2% |
| 3Y | +86.8% | -20.4% | +107.2% | +86.5% |
| All | +83.7% | -22.7% | +106.3% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling