-18.7%
PDD vs JBHT
+47.5%
-66.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.2% |
| 7D | -4.1% | +4.9% | -8.9% | -4.9% |
| 30D | -9.6% | +0.6% | -10.2% | -9.8% |
| 3M | -4.3% | -3.2% | -1.1% | -4.0% |
| 6M | -18.8% | +17.0% | -35.7% | -21.8% |
| YTD | -27.5% | +41.7% | -69.2% | -32.9% |
| 1Y | -33.6% | +90.0% | -123.6% | -42.4% |
| All | -18.7% | +47.5% | -66.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling