+0.3%
PDD vs JBHT
+15.0%
-14.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.7% | +3.4% |
| 7D | +5.9% | -1.4% | +7.3% | +6.3% |
| 30D | +7.1% | -3.1% | +10.2% | +8.1% |
| 3M | -7.7% | -19.5% | +11.9% | -1.5% |
| 6M | -13.2% | -9.6% | -3.7% | -12.3% |
| YTD | -26.0% | +13.3% | -39.3% | -32.2% |
| 1Y | -38.4% | +29.7% | -68.1% | -46.7% |
| 3Y | -21.1% | +28.3% | -49.4% | -35.0% |
| 5Y | +0.3% | +18.5% | -18.1% | -15.4% |
| All | +0.3% | +15.0% | -14.6% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling