-25.0%
PDD vs JHX
-27.7%
+2.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | -4.6% | -4.9% | +0.2% | -3.5% |
| 30D | -14.0% | -9.3% | -4.7% | -12.0% |
| 3M | -4.9% | +28.1% | -32.9% | -10.9% |
| 6M | -25.8% | +35.2% | -61.0% | -32.2% |
| YTD | -31.4% | +35.9% | -67.2% | -37.6% |
| 1Y | -37.6% | +42.5% | -80.1% | -44.5% |
| 3Y | -18.4% | -4.5% | -13.9% | -29.6% |
| 5Y | -25.0% | -27.1% | +2.1% | -22.9% |
| All | -25.0% | -27.7% | +2.7% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling