-0.3%
PDD vs JD
-58.0%
+57.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.5% |
| 7D | +5.6% | +13.4% | -7.7% | -5.5% |
| 30D | +5.8% | +7.7% | -1.9% | -1.0% |
| 3M | -8.6% | -11.3% | +2.7% | +1.1% |
| 6M | -18.8% | -5.1% | -13.7% | -15.8% |
| YTD | -26.8% | +5.0% | -31.8% | -31.4% |
| 1Y | -39.3% | -5.6% | -33.6% | -37.5% |
| 3Y | -22.5% | +17.8% | -40.3% | -47.2% |
| All | -0.3% | -58.0% | +57.7% | +87.8% |
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