+114.3%
ADI vs PDD
-1.2%
+115.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -12.8% | +5.6% | -18.5% | -13.5% |
| 30D | -11.3% | +5.8% | -17.1% | -12.0% |
| 3M | -3.4% | -8.6% | +5.3% | -2.5% |
| 6M | -12.0% | -18.8% | +6.8% | -10.1% |
| YTD | +35.3% | -26.8% | +62.0% | +39.8% |
| 1Y | +58.1% | -39.3% | +97.3% | +67.1% |
| 3Y | +127.4% | -22.5% | +149.8% | +126.8% |
| All | +114.3% | -1.2% | +115.5% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling