+10.0%
JPM vs PDD
-42.4%
+52.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | +2.7% | -2.4% | +5.1% | +2.9% |
| 3M | -4.5% | -14.6% | +10.2% | -2.2% |
| 6M | +14.3% | -19.6% | +33.9% | +19.7% |
| YTD | +8.2% | -30.0% | +38.2% | +18.3% |
| 1Y | +10.0% | -42.5% | +52.5% | +23.4% |
| All | +10.0% | -42.4% | +52.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling