+207.9%
PDD vs JCI
+384.6%
-176.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | 0.0% |
| 7D | -4.1% | +3.8% | -7.9% | -5.4% |
| 30D | -9.6% | -5.7% | -3.9% | -7.7% |
| 3M | -4.3% | -1.4% | -2.9% | -4.6% |
| 6M | -18.8% | +4.1% | -22.9% | -21.1% |
| YTD | -27.5% | +21.7% | -49.2% | -34.1% |
| 1Y | -33.6% | +36.1% | -69.8% | -42.5% |
| 3Y | -20.4% | +154.4% | -174.8% | -49.4% |
| 5Y | -19.6% | +112.0% | -131.6% | -46.3% |
| All | +207.9% | +384.6% | -176.7% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling