-5.6%
ARM vs PDD
-17.6%
+12.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.7% | -5.5% |
| 7D | -18.7% | +6.0% | -24.7% | -19.3% |
| 30D | -36.7% | +5.5% | -42.1% | -37.1% |
| 3M | -31.6% | -9.8% | -21.9% | -28.9% |
| 6M | -5.6% | -16.0% | +10.4% | +12.1% |
| All | -5.6% | -17.6% | +12.0% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling