-3.3%
PDD vs JD
-58.0%
+54.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -0.9% |
| 7D | -1.4% | +7.9% | -9.4% | -7.9% |
| 30D | -1.0% | +4.8% | -5.8% | -5.1% |
| 3M | -12.3% | -13.9% | +1.7% | -0.3% |
| 6M | -18.5% | -5.8% | -12.7% | -14.9% |
| YTD | -29.0% | +2.4% | -31.4% | -32.0% |
| 1Y | -40.7% | -7.5% | -33.2% | -37.9% |
| 3Y | -25.7% | +20.9% | -46.6% | -51.1% |
| 5Y | -3.3% | -58.0% | +54.7% | +85.7% |
| All | -3.3% | -58.0% | +54.7% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling