+385.4%
ADI vs PDD
+192.6%
+192.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.3% |
| 7D | +13.4% | -7.6% | +21.0% | +14.5% |
| 30D | -1.3% | -5.4% | +4.1% | -0.7% |
| 3M | +6.8% | -12.9% | +19.7% | +8.5% |
| 6M | -1.9% | -19.0% | +17.1% | +0.4% |
| YTD | +52.3% | -31.6% | +83.9% | +59.3% |
| 1Y | +71.6% | -43.0% | +114.6% | +83.9% |
| 3Y | +148.9% | -28.9% | +177.8% | +150.7% |
| 5Y | +140.8% | -18.4% | +159.2% | +120.6% |
| All | +385.4% | +192.6% | +192.8% | +221.6% |
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