+288.1%
JPM vs PDD
+210.2%
+77.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | +0.3% | -4.1% | +4.3% | +0.5% |
| 30D | -0.2% | -9.6% | +9.4% | +0.4% |
| 3M | +15.9% | -4.3% | +20.2% | +16.1% |
| 6M | +20.9% | -18.8% | +39.7% | +22.2% |
| YTD | +12.9% | -27.5% | +40.4% | +14.8% |
| 1Y | +20.3% | -33.6% | +53.9% | +22.9% |
| 3Y | +160.9% | -20.4% | +181.3% | +160.0% |
| 5Y | +154.8% | -19.6% | +174.4% | +142.5% |
| All | +288.1% | +210.2% | +77.8% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling