+194.4%
PDD vs JBL
+1,033.0%
-838.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.4% | +4.0% | -8.4% | -5.9% |
| 30D | -15.5% | -7.5% | -8.0% | -13.5% |
| 3M | -4.1% | -14.1% | +10.0% | -0.3% |
| 6M | -23.4% | +25.9% | -49.3% | -32.7% |
| YTD | -30.7% | +36.7% | -67.3% | -41.6% |
| 1Y | -37.6% | +49.0% | -86.6% | -50.0% |
| 3Y | -17.5% | +191.8% | -209.3% | -55.6% |
| 5Y | -24.6% | +409.8% | -434.4% | -70.0% |
| All | +194.4% | +1,033.0% | -838.6% | -24.1% |
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