-16.5%
ABT vs PDD
-33.4%
+16.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.3% |
| 30D | +2.5% | -9.6% | +12.1% | +3.4% |
| 3M | +20.2% | -4.3% | +24.5% | +20.5% |
| 6M | -2.9% | -18.8% | +15.8% | -1.3% |
| YTD | -11.9% | -27.5% | +15.6% | -10.0% |
| 1Y | -16.5% | -33.6% | +17.1% | -15.1% |
| All | -16.5% | -33.4% | +16.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling