+162.2%
ARM vs PDD
-15.4%
+177.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +2.2% | -15.3% | -13.7% |
| 7D | -27.1% | +5.9% | -33.0% | -28.6% |
| 30D | -44.9% | +7.1% | -52.0% | -46.3% |
| 3M | -39.3% | -7.7% | -31.6% | -38.2% |
| 6M | -20.2% | -13.2% | -6.9% | -17.1% |
| YTD | +52.5% | -26.0% | +78.5% | +66.6% |
| 1Y | +4.1% | -38.4% | +42.5% | +19.8% |
| 3Y | +211.7% | -21.1% | +232.8% | +194.2% |
| All | +162.2% | -15.4% | +177.5% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling