+329.6%
ADI vs PDD
+210.2%
+119.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +0.4% | -4.1% | +4.5% | +1.0% |
| 30D | -3.8% | -9.6% | +5.8% | -2.5% |
| 3M | -15.3% | -4.3% | -11.0% | -15.0% |
| 6M | +6.7% | -18.8% | +25.4% | +9.3% |
| YTD | +34.8% | -27.5% | +62.3% | +40.1% |
| 1Y | +49.0% | -33.6% | +82.7% | +56.8% |
| 3Y | +108.1% | -20.4% | +128.5% | +106.6% |
| 5Y | +142.4% | -19.6% | +162.0% | +122.4% |
| All | +329.6% | +210.2% | +119.3% | +183.0% |
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