-4.3%
PDD vs JAAA
+30.2%
-34.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -1.0% | +0.4% | -1.4% | -1.5% |
| 3M | -12.3% | +1.1% | -13.4% | -13.6% |
| 6M | -18.5% | +2.3% | -20.8% | -20.9% |
| YTD | -29.0% | +3.9% | -32.9% | -32.5% |
| 1Y | -40.7% | +4.8% | -45.5% | -44.3% |
| 3Y | -25.7% | +18.4% | -44.1% | -34.5% |
| 5Y | -3.3% | +27.4% | -30.7% | -17.4% |
| All | -4.3% | +30.2% | -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 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