+48.7%
ADP vs PDD
-16.7%
+65.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +2.2% | -4.9% | +7.1% | +2.4% |
| 30D | +10.6% | -3.0% | +13.6% | +10.7% |
| 3M | +12.9% | -6.2% | +19.1% | +13.2% |
| 6M | +50.6% | -20.7% | +71.4% | +51.8% |
| YTD | +23.2% | -30.4% | +53.5% | +24.7% |
| 1Y | +25.3% | -41.3% | +66.5% | +27.6% |
| 3Y | +47.1% | -27.7% | +74.8% | +46.7% |
| All | +48.7% | -16.7% | +65.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling