+211.0%
PDD vs JBL
+770.0%
-559.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | +5.6% | -12.3% | +18.0% | +10.3% |
| 30D | +5.8% | -20.2% | +25.9% | +14.0% |
| 3M | -8.6% | -30.6% | +22.0% | +2.5% |
| 6M | -18.8% | -35.8% | +16.9% | -7.8% |
| YTD | -26.8% | +4.9% | -31.7% | -33.1% |
| 1Y | -39.3% | +11.3% | -50.6% | -46.1% |
| 3Y | -22.5% | +89.1% | -111.6% | -49.8% |
| 5Y | -0.8% | +272.1% | -272.8% | -56.2% |
| All | +211.0% | +770.0% | -559.0% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling