-21.5%
PDD vs JAAA
+26.4%
-47.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -4.1% | +0.2% | -4.2% | -4.3% |
| 30D | -9.6% | +0.5% | -10.1% | -10.4% |
| 3M | -4.3% | +1.3% | -5.5% | -6.3% |
| 6M | -18.8% | +2.7% | -21.4% | -22.3% |
| YTD | -27.5% | +3.2% | -30.7% | -31.2% |
| 1Y | -33.6% | +4.9% | -38.6% | -38.7% |
| 3Y | -20.4% | +19.0% | -39.4% | -33.3% |
| All | -21.5% | +26.4% | -47.9% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling