+211.0%
PDD vs JBHT
+97.0%
+113.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +5.6% | -1.6% | +7.2% | +6.1% |
| 30D | +5.8% | -2.3% | +8.1% | +6.3% |
| 3M | -8.6% | -18.5% | +9.9% | -4.1% |
| 6M | -18.8% | -11.3% | -7.6% | -17.4% |
| YTD | -26.8% | +12.6% | -39.3% | -31.1% |
| 1Y | -39.3% | +29.8% | -69.0% | -45.3% |
| 3Y | -22.5% | +28.1% | -50.6% | -32.2% |
| 5Y | -0.8% | +17.7% | -18.5% | -10.9% |
| All | +211.0% | +97.0% | +113.9% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling