+124.0%
JPM vs PDD
-1.2%
+125.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.8% | +5.6% | -6.4% | -1.2% |
| 30D | +1.5% | +5.8% | -4.3% | +1.0% |
| 3M | -5.7% | -8.6% | +3.0% | -5.1% |
| 6M | +7.2% | -18.8% | +26.1% | +8.7% |
| YTD | +5.8% | -26.8% | +32.6% | +8.0% |
| 1Y | +8.8% | -39.3% | +48.1% | +12.4% |
| 3Y | +147.4% | -22.5% | +169.9% | +146.4% |
| All | +124.0% | -1.2% | +125.2% | +109.2% |
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