+214.0%
ARM vs PDD
-22.3%
+236.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +2.2% | -15.3% | -13.7% |
| 7D | -27.1% | +5.9% | -33.0% | -28.5% |
| 30D | -44.9% | +7.1% | -52.0% | -46.2% |
| 3M | -39.3% | -7.7% | -31.6% | -38.2% |
| 6M | -20.2% | -13.2% | -6.9% | -17.2% |
| YTD | +52.5% | -26.0% | +78.5% | +66.4% |
| 1Y | +4.1% | -38.4% | +42.5% | +19.4% |
| All | +214.0% | -22.3% | +236.3% | +218.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling