-14.9%
PDD vs JBLU
-74.1%
+59.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -3.8% | +12.9% | -16.7% | -6.1% |
| 30D | -2.4% | +11.0% | -13.4% | -5.2% |
| 3M | -12.7% | -30.8% | +18.1% | -7.4% |
| 6M | -20.0% | -19.0% | -1.1% | -18.9% |
| YTD | -30.3% | -11.6% | -18.7% | -31.9% |
| 1Y | -42.4% | -7.4% | -35.0% | -44.4% |
| 3Y | -27.5% | +3.9% | -31.4% | -48.6% |
| 5Y | -14.9% | -73.9% | +59.0% | +33.7% |
| All | -14.9% | -74.1% | +59.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling