+137.4%
ADP vs PDD
+210.2%
-72.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -3.4% | -4.1% | +0.6% | -3.2% |
| 30D | +2.8% | -9.6% | +12.4% | +3.3% |
| 3M | +20.9% | -4.3% | +25.2% | +21.1% |
| 6M | +29.9% | -18.8% | +48.6% | +30.9% |
| YTD | +9.6% | -27.5% | +37.1% | +11.1% |
| 1Y | -5.3% | -33.6% | +28.4% | -3.7% |
| 3Y | +16.5% | -20.4% | +36.9% | +15.7% |
| 5Y | +49.4% | -19.6% | +69.0% | +43.8% |
| All | +137.4% | +210.2% | -72.9% | +96.8% |
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