+86.1%
ARM vs PDD
-33.4%
+119.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.5% |
| 7D | +5.5% | -4.1% | +9.5% | +8.2% |
| 30D | -8.2% | -9.6% | +1.4% | -2.6% |
| 3M | -35.9% | -4.3% | -31.7% | -34.5% |
| 6M | +103.1% | -18.8% | +121.9% | +138.3% |
| YTD | +130.6% | -27.5% | +158.1% | +193.5% |
| 1Y | +86.1% | -33.6% | +119.7% | +160.4% |
| All | +86.1% | -33.4% | +119.5% | +160.4% |
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