-23.7%
PDD vs JCI
+113.2%
-136.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.2% |
| 7D | -4.1% | +3.8% | -7.9% | -5.7% |
| 30D | -9.6% | -5.7% | -3.9% | -7.4% |
| 3M | -4.3% | -1.4% | -2.9% | -4.7% |
| 6M | -18.8% | +4.1% | -22.9% | -21.7% |
| YTD | -27.5% | +21.7% | -49.2% | -35.9% |
| 1Y | -33.6% | +36.1% | -69.8% | -44.9% |
| 3Y | -20.4% | +154.4% | -174.8% | -58.0% |
| All | -23.7% | +113.2% | -136.9% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling