-36.7%
PDD vs JBL
+49.7%
-86.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.1% | +4.4% | -8.5% | -4.6% |
| 30D | -13.1% | -8.4% | -4.6% | -12.4% |
| 3M | -3.5% | -14.2% | +10.7% | -1.9% |
| 6M | -21.8% | +29.6% | -51.4% | -27.0% |
| YTD | -29.7% | +37.1% | -66.7% | -34.9% |
| All | -36.7% | +49.7% | -86.4% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling