-27.7%
PDD vs JD
+17.9%
-45.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.0% |
| 7D | -4.9% | -4.1% | -0.8% | -2.6% |
| 30D | -3.0% | +4.6% | -7.7% | -5.4% |
| 3M | -6.2% | -4.7% | -1.4% | -3.7% |
| 6M | -20.7% | -17.4% | -3.4% | -12.2% |
| YTD | -30.4% | +0.7% | -31.1% | -31.0% |
| 1Y | -41.3% | -5.9% | -35.4% | -39.6% |
| 3Y | -27.7% | +18.9% | -46.6% | -28.9% |
| All | -27.7% | +17.9% | -45.6% | -28.9% |
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