+309.8%
B vs PDD
+198.0%
+111.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.8% |
| 7D | -7.3% | -4.9% | -2.4% | -7.0% |
| 30D | -3.3% | -3.0% | -0.3% | -3.2% |
| 3M | -7.8% | -6.2% | -1.6% | -7.4% |
| 6M | -15.5% | -20.7% | +5.2% | -14.5% |
| YTD | -12.3% | -30.4% | +18.1% | -10.5% |
| 1Y | +5.4% | -41.3% | +46.6% | +8.5% |
| 3Y | +165.5% | -27.7% | +193.2% | +167.1% |
| 5Y | +107.0% | -16.9% | +123.9% | +102.6% |
| All | +309.8% | +198.0% | +111.8% | +281.3% |
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