+95.8%
ABT vs PDD
+203.8%
-108.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.7% |
| 7D | +0.3% | -1.4% | +1.8% | +0.4% |
| 30D | +11.6% | -1.0% | +12.7% | +11.7% |
| 3M | +3.1% | -12.3% | +15.4% | +3.9% |
| 6M | +32.8% | -18.5% | +51.3% | +34.2% |
| YTD | -9.6% | -29.0% | +19.4% | -8.0% |
| 1Y | -10.4% | -40.7% | +30.3% | -7.9% |
| 3Y | +25.8% | -25.7% | +51.5% | +25.4% |
| 5Y | -3.4% | -3.3% | -0.2% | -8.8% |
| All | +95.8% | +203.8% | -108.0% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling