+276.5%
JPM vs PDD
+198.0%
+78.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +3.5% | -4.9% | +8.4% | +3.8% |
| 30D | +3.3% | -3.0% | +6.3% | +3.4% |
| 3M | -4.2% | -6.2% | +2.0% | -3.9% |
| 6M | +16.4% | -20.7% | +37.1% | +17.8% |
| YTD | +9.5% | -30.4% | +39.9% | +11.6% |
| 1Y | +14.0% | -41.3% | +55.3% | +17.3% |
| 3Y | +153.1% | -27.7% | +180.8% | +153.6% |
| 5Y | +134.9% | -16.9% | +151.8% | +123.5% |
| All | +276.5% | +198.0% | +78.5% | +204.6% |
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