+29.2%
PDD vs JEPI
+101.0%
-71.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.5% |
| 7D | -7.6% | +2.9% | -10.6% | -10.8% |
| 30D | -5.4% | +2.6% | -8.0% | -8.6% |
| 3M | -12.9% | +2.2% | -15.2% | -15.5% |
| 6M | -19.0% | +7.6% | -26.6% | -26.3% |
| YTD | -31.6% | +8.3% | -39.9% | -38.2% |
| 1Y | -43.0% | +9.7% | -52.7% | -49.3% |
| 3Y | -28.9% | +36.7% | -65.6% | -53.2% |
| 5Y | -18.4% | +44.4% | -62.8% | -50.3% |
| All | +29.2% | +101.0% | -71.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 10y: compounded portfolio wealth divided by compounded JEPI 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…
10y analysis · Full analysis span regression · 6 months rolling