+197.4%
PDD vs JD
-10.8%
+208.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.2% |
| 7D | -1.0% | +5.2% | -6.2% | -5.1% |
| 30D | -2.4% | +4.5% | -6.9% | -6.1% |
| 3M | -14.6% | -15.4% | +0.8% | -2.0% |
| 6M | -19.6% | -6.0% | -13.6% | -16.0% |
| YTD | -30.0% | +2.2% | -32.1% | -32.6% |
| 1Y | -42.5% | -6.7% | -35.9% | -40.3% |
| 3Y | -27.2% | +20.5% | -47.7% | -49.1% |
| 5Y | -8.2% | -58.4% | +50.2% | +78.4% |
| All | +197.4% | -10.8% | +208.2% | +319.1% |
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