+67.8%
B vs PDD
-33.4%
+101.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -1.6% | -4.1% | +2.5% | -0.2% |
| 30D | +9.4% | -9.6% | +19.0% | +13.0% |
| 3M | +5.0% | -4.3% | +9.3% | +6.4% |
| 6M | -3.5% | -18.8% | +15.2% | +4.4% |
| YTD | +4.5% | -27.5% | +32.0% | +15.2% |
| 1Y | +67.8% | -33.6% | +101.4% | +95.6% |
| All | +67.8% | -33.4% | +101.2% | +95.6% |
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 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