+198.7%
PDD vs JHX
+99.9%
+98.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -2.5% |
| 7D | -4.1% | +4.5% | -8.6% | -5.3% |
| 30D | -13.1% | -1.2% | -11.9% | -12.9% |
| 3M | -3.5% | +32.8% | -36.2% | -11.2% |
| 6M | -21.8% | +41.2% | -63.0% | -30.0% |
| YTD | -29.7% | +43.9% | -73.6% | -37.7% |
| 1Y | -36.2% | +48.0% | -84.3% | -44.5% |
| 3Y | -16.4% | +1.2% | -17.5% | -26.9% |
| 5Y | -23.8% | -22.6% | -1.2% | -28.9% |
| All | +198.7% | +99.9% | +98.8% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling