+90.7%
ABT vs PDD
+210.2%
-119.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.7% | -4.1% | +0.4% | -3.5% |
| 30D | +2.5% | -9.6% | +12.1% | +3.0% |
| 3M | +20.2% | -4.3% | +24.5% | +20.4% |
| 6M | -2.9% | -18.8% | +15.8% | -1.9% |
| YTD | -11.9% | -27.5% | +15.6% | -10.5% |
| 1Y | -16.5% | -33.6% | +17.1% | -14.8% |
| 3Y | +12.1% | -20.4% | +32.5% | +11.2% |
| 5Y | -7.4% | -19.6% | +12.2% | -11.3% |
| All | +90.7% | +210.2% | -119.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling