+31.0%
PDD vs JEPI
+93.4%
-62.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -4.4% | -1.1% | -3.3% | -3.1% |
| 30D | -15.5% | -1.3% | -14.2% | -14.2% |
| 3M | -4.1% | +3.3% | -7.4% | -7.9% |
| 6M | -23.4% | +1.0% | -24.4% | -24.4% |
| YTD | -30.7% | +4.2% | -34.9% | -34.1% |
| 1Y | -37.6% | +7.9% | -45.6% | -43.2% |
| 3Y | -17.5% | +30.0% | -47.6% | -42.0% |
| 5Y | -24.6% | +40.9% | -65.5% | -52.4% |
| All | +31.0% | +93.4% | -62.4% | -36.7% |
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