+201.5%
PDD vs JD
-10.6%
+212.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -0.9% |
| 7D | -1.4% | +7.9% | -9.4% | -7.7% |
| 30D | -1.0% | +4.8% | -5.8% | -5.0% |
| 3M | -12.3% | -13.9% | +1.7% | -0.8% |
| 6M | -18.5% | -5.8% | -12.7% | -15.0% |
| YTD | -29.0% | +2.4% | -31.4% | -31.8% |
| 1Y | -40.7% | -7.5% | -33.2% | -37.9% |
| 3Y | -25.7% | +20.9% | -46.6% | -48.2% |
| 5Y | -3.3% | -58.0% | +54.7% | +86.6% |
| All | +201.5% | -10.6% | +212.1% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling