+272.0%
JPM vs PDD
+203.8%
+68.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.4% |
| 7D | +0.4% | -1.4% | +1.9% | +0.5% |
| 30D | +2.7% | -1.0% | +3.8% | +2.8% |
| 3M | -3.8% | -12.3% | +8.4% | -3.2% |
| 6M | +14.3% | -18.5% | +32.8% | +15.5% |
| YTD | +8.2% | -29.0% | +37.2% | +10.2% |
| 1Y | +11.0% | -40.7% | +51.7% | +14.1% |
| 3Y | +152.7% | -25.7% | +178.3% | +152.8% |
| 5Y | +130.8% | -3.3% | +134.1% | +118.2% |
| All | +272.0% | +203.8% | +68.2% | +200.6% |
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 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