+207.9%
PDD vs JBLU
-73.0%
+280.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.1% | -3.5% | -0.5% | -3.5% |
| 30D | -9.6% | -27.2% | +17.6% | -5.3% |
| 3M | -4.3% | -4.3% | +0.1% | -4.5% |
| 6M | -18.8% | -8.3% | -10.4% | -19.2% |
| YTD | -27.5% | +1.8% | -29.3% | -29.5% |
| 1Y | -33.6% | -9.0% | -24.6% | -34.6% |
| 3Y | -20.4% | -21.9% | +1.5% | -27.0% |
| 5Y | -19.6% | -69.0% | +49.4% | -13.7% |
| All | +207.9% | -73.0% | +280.9% | +270.4% |
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