+10.3%
ARM vs PDD
-39.8%
+50.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.2% |
| 7D | -15.2% | +5.6% | -20.8% | -17.6% |
| 30D | -40.7% | +5.8% | -46.5% | -42.5% |
| 3M | -39.1% | -8.6% | -30.5% | -36.2% |
| 6M | -26.4% | -18.8% | -7.6% | -13.0% |
| YTD | +59.7% | -26.8% | +86.5% | +96.5% |
| 1Y | +10.3% | -39.3% | +49.6% | +48.2% |
| All | +10.3% | -39.8% | +50.1% | +48.2% |
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 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