+195.9%
PDD vs JBLU
-76.5%
+272.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -3.8% | +12.9% | -16.7% | -5.7% |
| 30D | -2.4% | +11.0% | -13.4% | -4.7% |
| 3M | -12.7% | -30.8% | +18.1% | -8.6% |
| 6M | -20.0% | -19.0% | -1.1% | -19.1% |
| YTD | -30.3% | -11.6% | -18.7% | -31.4% |
| 1Y | -42.4% | -7.4% | -35.0% | -43.8% |
| 3Y | -27.5% | +3.9% | -31.4% | -38.3% |
| 5Y | -14.9% | -73.9% | +59.0% | -7.1% |
| All | +195.9% | -76.5% | +272.5% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling