-38.6%
PDD vs JBHT
+34.8%
-73.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.4% |
| 7D | +6.0% | +1.7% | +4.3% | +5.9% |
| 30D | +5.5% | -1.2% | +6.6% | +5.5% |
| 3M | -9.8% | -17.1% | +7.4% | -8.3% |
| 6M | -16.0% | -4.4% | -11.6% | -17.7% |
| YTD | -27.6% | +17.5% | -45.0% | -34.2% |
| 1Y | -38.6% | +32.6% | -71.2% | -45.6% |
| All | -38.6% | +34.8% | -73.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling