+195.8%
PDD vs JBL
+825.2%
-629.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | -4.9% | +6.3% | -11.2% | -7.2% |
| 30D | -3.0% | -13.5% | +10.4% | +1.4% |
| 3M | -6.2% | -31.3% | +25.2% | +5.8% |
| 6M | -20.7% | -28.4% | +7.7% | -13.6% |
| YTD | -30.4% | +11.6% | -41.9% | -37.9% |
| 1Y | -41.3% | +26.1% | -67.4% | -50.4% |
| 3Y | -27.7% | +97.4% | -125.1% | -53.8% |
| 5Y | -16.9% | +301.0% | -317.9% | -64.4% |
| All | +195.8% | +825.2% | -629.4% | -19.2% |
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