-25.6%
PDD vs JOBY
-53.4%
+27.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.7% | +2.7% |
| 7D | -4.9% | -14.3% | +9.4% | -2.5% |
| 30D | -3.0% | +10.2% | -13.2% | -5.0% |
| 3M | -6.2% | -38.5% | +32.3% | +1.1% |
| 6M | -20.7% | -54.1% | +33.4% | -11.2% |
| YTD | -30.4% | -61.5% | +31.2% | -20.7% |
| 1Y | -41.3% | -65.7% | +24.4% | -32.0% |
| 3Y | -27.7% | -7.0% | -20.7% | -41.1% |
| 5Y | -16.9% | -44.2% | +27.3% | -37.3% |
| All | -25.6% | -53.4% | +27.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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