+49.1%
ADP vs PDD
-1.2%
+50.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +3.2% | +5.6% | -2.4% | +3.0% |
| 30D | +14.9% | +5.8% | +9.1% | +14.6% |
| 3M | +11.6% | -8.6% | +20.2% | +12.0% |
| 6M | +48.5% | -18.8% | +67.3% | +49.4% |
| YTD | +20.6% | -26.8% | +47.3% | +21.8% |
| 1Y | +23.7% | -39.3% | +63.0% | +25.8% |
| 3Y | +47.8% | -22.5% | +70.3% | +46.9% |
| All | +49.1% | -1.2% | +50.3% | +49.2% |
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