+37.0%
PDD vs JEPI
+95.7%
-58.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -4.1% | -0.3% | -3.7% | -3.7% |
| 30D | -9.6% | +0.1% | -9.7% | -9.8% |
| 3M | -4.3% | +4.8% | -9.0% | -9.7% |
| 6M | -18.8% | +1.0% | -19.8% | -19.8% |
| YTD | -27.5% | +5.5% | -33.0% | -32.1% |
| 1Y | -33.6% | +9.2% | -42.8% | -40.4% |
| 3Y | -20.4% | +31.2% | -51.6% | -44.6% |
| 5Y | -19.6% | +41.4% | -60.9% | -49.6% |
| All | +37.0% | +95.7% | -58.7% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling