+214.4%
PDD vs JD
-9.8%
+224.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | -0.6% |
| 7D | +5.9% | +11.7% | -5.9% | -3.6% |
| 30D | +7.1% | +8.1% | -1.0% | +0.2% |
| 3M | -7.7% | -12.0% | +4.3% | +2.5% |
| 6M | -13.2% | -3.5% | -9.7% | -11.3% |
| YTD | -26.0% | +3.3% | -29.3% | -29.4% |
| 1Y | -38.4% | -7.4% | -31.0% | -35.6% |
| 3Y | -21.1% | +16.6% | -37.7% | -43.1% |
| 5Y | +0.3% | -57.9% | +58.2% | +92.9% |
| All | +214.4% | -9.8% | +224.2% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling