+207.9%
PDD vs JBL
+1,030.1%
-822.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -4.1% | +3.0% | -7.1% | -5.2% |
| 30D | -9.6% | -8.3% | -1.3% | -7.2% |
| 3M | -4.3% | -16.9% | +12.6% | +0.7% |
| 6M | -18.8% | +21.8% | -40.5% | -27.6% |
| YTD | -27.5% | +36.3% | -63.8% | -38.9% |
| 1Y | -33.6% | +49.5% | -83.1% | -46.9% |
| 3Y | -20.4% | +170.6% | -191.0% | -55.3% |
| 5Y | -19.6% | +408.4% | -428.0% | -68.0% |
| All | +207.9% | +1,030.1% | -822.2% | -20.6% |
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