+207.9%
PDD vs JBHT
+147.9%
+60.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -4.1% | +4.9% | -8.9% | -5.4% |
| 30D | -9.6% | +0.6% | -10.2% | -10.0% |
| 3M | -4.3% | -3.2% | -1.1% | -3.9% |
| 6M | -18.8% | +17.0% | -35.7% | -23.4% |
| YTD | -27.5% | +41.7% | -69.2% | -35.6% |
| 1Y | -33.6% | +90.0% | -123.6% | -46.8% |
| 3Y | -20.4% | +47.0% | -67.4% | -32.3% |
| 5Y | -19.6% | +58.3% | -77.9% | -32.7% |
| All | +207.9% | +147.9% | +60.0% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling