-21.6%
PDD vs JD
+14.9%
-36.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +0.4% |
| 7D | +5.9% | +11.7% | -5.9% | -0.4% |
| 30D | +7.1% | +8.1% | -1.0% | +2.6% |
| 3M | -7.7% | -12.0% | +4.3% | -1.1% |
| 6M | -13.2% | -3.5% | -9.7% | -11.7% |
| YTD | -26.0% | +3.3% | -29.3% | -27.6% |
| 1Y | -38.4% | -7.4% | -31.0% | -36.2% |
| All | -21.6% | +14.9% | -36.5% | -23.1% |
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 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