-2.3%
PDD vs JAAA
+29.3%
-31.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 3M | -4.3% | +1.3% | -5.5% | -5.9% |
| 6M | -18.8% | +2.7% | -21.4% | -21.5% |
| YTD | -27.5% | +3.2% | -30.7% | -30.4% |
| 1Y | -33.6% | +4.9% | -38.6% | -37.7% |
| 3Y | -20.4% | +19.0% | -39.4% | -29.4% |
| 5Y | -19.6% | +26.8% | -46.4% | -30.5% |
| All | -2.3% | +29.3% | -31.6% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling