+195.9%
PDD vs JBL
+842.1%
-646.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.8% |
| 7D | -3.8% | +0.1% | -3.9% | -4.3% |
| 30D | -2.4% | -17.0% | +14.7% | +3.6% |
| 3M | -12.7% | -27.4% | +14.7% | -3.6% |
| 6M | -20.0% | -29.1% | +9.1% | -12.4% |
| YTD | -30.3% | +13.6% | -43.9% | -38.2% |
| 1Y | -42.4% | +22.8% | -65.2% | -50.7% |
| 3Y | -27.5% | +103.0% | -130.6% | -54.3% |
| 5Y | -14.9% | +307.4% | -322.3% | -63.8% |
| All | +195.9% | +842.1% | -646.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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