+190.4%
PDD vs JD
-13.4%
+203.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -0.8% |
| 7D | -7.6% | -4.0% | -3.6% | -4.4% |
| 30D | -5.4% | +2.7% | -8.1% | -7.6% |
| 3M | -12.9% | -13.0% | +0.1% | -2.3% |
| 6M | -19.0% | -12.7% | -6.3% | -9.8% |
| YTD | -31.6% | -0.8% | -30.8% | -32.5% |
| 1Y | -43.0% | -8.9% | -34.1% | -39.6% |
| 3Y | -28.9% | +17.0% | -45.9% | -49.1% |
| 5Y | -18.4% | -63.5% | +45.1% | +75.8% |
| All | +190.4% | -13.4% | +203.8% | +319.4% |
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