-5.2%
PDD vs JAAA
+29.3%
-34.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -13.1% | +0.5% | -13.5% | -13.6% |
| 3M | -3.5% | +1.2% | -4.7% | -5.0% |
| 6M | -21.8% | +2.8% | -24.6% | -24.7% |
| YTD | -29.7% | +3.2% | -32.8% | -32.5% |
| 1Y | -36.2% | +4.8% | -41.1% | -40.0% |
| 3Y | -16.4% | +19.0% | -35.3% | -25.8% |
| 5Y | -23.8% | +26.8% | -50.7% | -34.1% |
| All | -5.2% | +29.3% | -34.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling