+211.0%
PDD vs JD
-8.3%
+219.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.5% |
| 7D | +5.6% | +13.4% | -7.7% | -5.1% |
| 30D | +5.8% | +7.7% | -1.9% | -0.8% |
| 3M | -8.6% | -11.3% | +2.7% | +0.7% |
| 6M | -18.8% | -5.1% | -13.7% | -15.9% |
| YTD | -26.8% | +5.0% | -31.8% | -31.1% |
| 1Y | -39.3% | -5.6% | -33.6% | -37.5% |
| 3Y | -22.5% | +17.8% | -40.3% | -44.6% |
| 5Y | -0.8% | -57.2% | +56.4% | +88.1% |
| All | +211.0% | -8.3% | +219.2% | +328.0% |
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