-27.2%
PDD vs JEPI
+35.8%
-63.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.0% | +0.6% | -1.5% | -1.7% |
| 30D | -2.4% | +1.6% | -4.0% | -4.0% |
| 3M | -14.6% | +1.3% | -15.9% | -15.8% |
| 6M | -19.6% | +6.5% | -26.1% | -24.4% |
| YTD | -30.0% | +6.9% | -36.9% | -34.2% |
| 1Y | -42.5% | +9.4% | -51.9% | -47.1% |
| 3Y | -27.2% | +35.0% | -62.2% | -42.3% |
| All | -27.2% | +35.8% | -63.0% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling