+296.4%
ARM vs PDD
-17.1%
+313.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.7% |
| 7D | +5.5% | -4.1% | +9.5% | +6.9% |
| 30D | -8.2% | -9.6% | +1.4% | -5.4% |
| 3M | -35.9% | -4.3% | -31.7% | -35.4% |
| 6M | +103.1% | -18.8% | +121.9% | +116.9% |
| YTD | +130.6% | -27.5% | +158.1% | +154.9% |
| 1Y | +86.1% | -33.6% | +119.7% | +111.5% |
| All | +296.4% | -17.1% | +313.5% | +263.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling