-43.0%
PDD vs JCI
+17.8%
-60.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.9% |
| 7D | -7.6% | +8.4% | -16.1% | -7.8% |
| 30D | -5.4% | -8.9% | +3.5% | -4.8% |
| 3M | -12.9% | -6.4% | -6.5% | -12.5% |
| 6M | -19.0% | +1.6% | -20.6% | -20.1% |
| YTD | -31.6% | +20.1% | -51.7% | -35.7% |
| 1Y | -43.0% | +17.2% | -60.2% | -45.0% |
| All | -43.0% | +17.8% | -60.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling