-18.7%
PDD vs JCI
+155.6%
-174.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -4.1% | +3.8% | -7.9% | -4.8% |
| 30D | -9.6% | -5.7% | -3.9% | -8.6% |
| 3M | -4.3% | -1.4% | -2.9% | -4.4% |
| 6M | -18.8% | +4.1% | -22.9% | -20.1% |
| YTD | -27.5% | +21.7% | -49.2% | -31.2% |
| 1Y | -33.6% | +36.1% | -69.8% | -38.6% |
| All | -18.7% | +155.6% | -174.2% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling