+195.8%
PDD vs JBLU
-78.1%
+273.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | -4.9% | +2.5% | -7.3% | -5.3% |
| 30D | -3.0% | +24.9% | -28.0% | -7.0% |
| 3M | -6.2% | -35.2% | +29.0% | -0.8% |
| 6M | -20.7% | -20.0% | -0.7% | -19.7% |
| YTD | -30.4% | -17.4% | -13.0% | -30.8% |
| 1Y | -41.3% | -13.0% | -28.3% | -42.2% |
| 3Y | -27.7% | -5.3% | -22.4% | -37.5% |
| 5Y | -16.9% | -75.2% | +58.3% | -8.5% |
| All | +195.8% | -78.1% | +273.8% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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