+19.3%
ARM vs PDD
-38.2%
+57.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.7% | -6.3% |
| 7D | -18.7% | +6.0% | -24.7% | -21.0% |
| 30D | -36.7% | +5.5% | -42.1% | -38.5% |
| 3M | -31.6% | -9.8% | -21.9% | -27.9% |
| 6M | -5.6% | -16.0% | +10.4% | +7.4% |
| YTD | +75.5% | -27.6% | +103.0% | +116.5% |
| 1Y | +19.3% | -38.6% | +58.0% | +57.8% |
| All | +19.3% | -38.2% | +57.5% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling