+49.6%
ADP vs PDD
-22.3%
+72.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.1% |
| 7D | +7.4% | +5.9% | +1.5% | +7.2% |
| 30D | +17.1% | +7.1% | +10.0% | +16.9% |
| 3M | +14.4% | -7.7% | +22.1% | +14.6% |
| 6M | +47.9% | -13.2% | +61.1% | +47.7% |
| YTD | +22.1% | -26.0% | +48.0% | +22.1% |
| 1Y | +21.8% | -38.4% | +60.2% | +21.8% |
| All | +49.6% | -22.3% | +72.0% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling