-22.5%
PDD vs JOBY
-38.2%
+15.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | -4.1% | -3.4% | -0.6% | -3.5% |
| 30D | -9.6% | -13.6% | +4.0% | -7.5% |
| 3M | -4.3% | -39.5% | +35.2% | +3.2% |
| 6M | -18.8% | -31.9% | +13.1% | -14.9% |
| YTD | -27.5% | -48.9% | +21.4% | -20.7% |
| 1Y | -33.6% | -48.5% | +14.9% | -28.8% |
| 3Y | -20.4% | -8.0% | -12.4% | -33.2% |
| 5Y | -19.6% | -33.7% | +14.1% | -41.2% |
| All | -22.5% | -38.2% | +15.6% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling