+22.3%
ADP vs PDD
-41.6%
+63.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.3% |
| 30D | +11.5% | -1.0% | +12.6% | +11.6% |
| 3M | +12.0% | -12.3% | +24.3% | +13.5% |
| 6M | +43.8% | -18.5% | +62.3% | +42.9% |
| YTD | +20.1% | -29.0% | +49.1% | +21.7% |
| All | +22.3% | -41.6% | +63.9% | +27.5% |
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