-38.4%
PDD vs JBHT
+29.0%
-67.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.7% | +2.5% |
| 7D | +5.9% | -1.4% | +7.3% | +6.0% |
| 30D | +7.1% | -3.1% | +10.2% | +7.3% |
| 3M | -7.7% | -19.5% | +11.9% | -6.0% |
| 6M | -13.2% | -9.6% | -3.7% | -14.3% |
| YTD | -26.0% | +13.3% | -39.3% | -33.1% |
| 1Y | -38.4% | +29.7% | -68.1% | -46.5% |
| All | -38.4% | +29.0% | -67.4% | -46.5% |
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