+135.3%
JPM vs PDD
-16.7%
+152.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +3.5% | -4.9% | +8.4% | +3.9% |
| 30D | +3.3% | -3.0% | +6.3% | +3.5% |
| 3M | -4.2% | -6.2% | +2.0% | -3.8% |
| 6M | +16.4% | -20.7% | +37.1% | +18.1% |
| YTD | +9.5% | -30.4% | +39.9% | +12.2% |
| 1Y | +14.0% | -41.3% | +55.3% | +18.1% |
| 3Y | +153.1% | -27.7% | +180.8% | +153.3% |
| All | +135.3% | -16.7% | +152.0% | +124.8% |
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