+195.9%
PDD vs JD
-12.2%
+208.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.9% |
| 7D | -3.8% | +0.4% | -4.3% | -4.2% |
| 30D | -2.4% | +4.2% | -6.6% | -5.8% |
| 3M | -12.7% | -12.8% | +0.1% | -2.3% |
| 6M | -20.0% | -8.8% | -11.3% | -14.3% |
| YTD | -30.3% | +0.5% | -30.8% | -32.0% |
| 1Y | -42.4% | -8.8% | -33.6% | -39.0% |
| 3Y | -27.5% | +18.6% | -46.1% | -48.7% |
| 5Y | -14.9% | -62.2% | +47.3% | +78.4% |
| All | +195.9% | -12.2% | +208.2% | +322.7% |
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