-25.7%
PDD vs JD
+18.5%
-44.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.7% |
| 7D | -1.4% | +7.9% | -9.4% | -5.5% |
| 30D | -1.0% | +4.8% | -5.8% | -3.6% |
| 3M | -12.3% | -13.9% | +1.7% | -4.8% |
| 6M | -18.5% | -5.8% | -12.7% | -16.0% |
| YTD | -29.0% | +2.4% | -31.4% | -30.3% |
| 1Y | -40.7% | -7.5% | -33.2% | -38.5% |
| 3Y | -25.7% | +20.9% | -46.6% | -27.7% |
| All | -25.7% | +18.5% | -44.2% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling