+273.4%
JPM vs PDD
+198.2%
+75.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -2.5% | -3.8% | +1.3% | -2.3% |
| 30D | +2.7% | -2.4% | +5.1% | +2.8% |
| 3M | -4.7% | -12.7% | +8.0% | -4.0% |
| 6M | +15.6% | -20.0% | +35.6% | +16.8% |
| YTD | +8.6% | -30.3% | +38.9% | +10.7% |
| 1Y | +10.9% | -42.4% | +53.3% | +14.2% |
| 3Y | +149.9% | -27.5% | +177.5% | +150.4% |
| 5Y | +131.9% | -14.9% | +146.9% | +120.5% |
| All | +273.4% | +198.2% | +75.3% | +202.1% |
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