+20.5%
ADP vs PDD
-38.2%
+58.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +2.3% |
| 7D | +6.4% | +6.0% | +0.3% | +5.7% |
| 30D | +16.6% | +5.5% | +11.2% | +15.9% |
| 3M | +12.9% | -9.8% | +22.6% | +13.9% |
| 6M | +45.7% | -16.0% | +61.6% | +44.3% |
| YTD | +20.6% | -27.6% | +48.2% | +21.7% |
| 1Y | +20.5% | -38.6% | +59.1% | +23.4% |
| All | +20.5% | -38.2% | +58.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling