+191.4%
PDD vs JHX
+90.6%
+100.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -5.4% | -6.3% | +1.0% | -3.7% |
| 30D | -12.6% | -7.7% | -4.9% | -10.8% |
| 3M | -4.3% | +19.2% | -23.5% | -9.2% |
| 6M | -24.4% | +38.3% | -62.7% | -32.0% |
| YTD | -31.4% | +37.2% | -68.6% | -38.4% |
| 1Y | -38.1% | +42.3% | -80.4% | -45.6% |
| 3Y | -20.1% | -4.4% | -15.7% | -29.0% |
| 5Y | -25.0% | -26.4% | +1.4% | -29.0% |
| All | +191.4% | +90.6% | +100.8% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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