+199.6%
ARM vs PDD
-20.4%
+220.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.2% |
| 7D | +9.1% | -4.9% | +14.0% | +10.6% |
| 30D | -19.9% | -3.0% | -16.9% | -19.6% |
| 3M | -31.6% | -6.2% | -25.4% | -30.9% |
| 6M | -13.9% | -20.7% | +6.8% | -8.3% |
| YTD | +74.3% | -30.4% | +104.7% | +93.7% |
| 1Y | +35.8% | -41.3% | +77.1% | +58.3% |
| 3Y | +268.6% | -27.7% | +296.3% | +258.6% |
| All | +199.6% | -20.4% | +220.0% | +176.2% |
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