+164.3%
ADP vs PDD
+216.8%
-52.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.1% |
| 7D | +7.4% | +5.9% | +1.5% | +7.1% |
| 30D | +17.1% | +7.1% | +10.0% | +16.7% |
| 3M | +14.4% | -7.7% | +22.1% | +14.8% |
| 6M | +47.9% | -13.2% | +61.1% | +48.6% |
| YTD | +22.1% | -26.0% | +48.0% | +23.5% |
| 1Y | +21.8% | -38.4% | +60.2% | +24.2% |
| 3Y | +50.5% | -21.1% | +71.6% | +49.6% |
| 5Y | +49.6% | +0.3% | +49.2% | +42.4% |
| All | +164.3% | +216.8% | -52.5% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling