+360.8%
B vs PDD
+203.8%
+157.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.3% | +4.4% |
| 7D | +11.3% | -1.4% | +12.8% | +11.4% |
| 30D | +2.9% | -1.0% | +4.0% | +3.0% |
| 3M | -2.9% | -12.3% | +9.4% | -2.1% |
| 6M | -1.2% | -18.5% | +17.3% | -0.1% |
| YTD | -1.3% | -29.0% | +27.7% | +0.6% |
| 1Y | +30.4% | -40.7% | +71.1% | +34.1% |
| 3Y | +195.3% | -25.7% | +221.0% | +196.5% |
| 5Y | +146.2% | -3.3% | +149.5% | +139.3% |
| All | +360.8% | +203.8% | +157.0% | +328.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling