-24.6%
PDD vs JBLU
-70.1%
+45.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.8% |
| 7D | -4.4% | -5.6% | +1.2% | -3.4% |
| 30D | -15.5% | -22.3% | +6.9% | -11.5% |
| 3M | -4.1% | -11.0% | +6.9% | -3.0% |
| 6M | -23.4% | -3.1% | -20.3% | -24.9% |
| YTD | -30.7% | -3.7% | -26.9% | -32.6% |
| 1Y | -37.6% | -14.8% | -22.9% | -38.1% |
| 3Y | -17.5% | -15.4% | -2.1% | -32.5% |
| 5Y | -24.6% | -71.4% | +46.8% | +2.2% |
| All | -24.6% | -70.1% | +45.5% | +2.2% |
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