+342.2%
B vs PDD
+213.3%
+128.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +9.6% | +5.6% | +4.0% | +9.2% |
| 30D | +3.5% | +5.8% | -2.2% | +3.2% |
| 3M | -1.6% | -8.6% | +7.0% | -1.1% |
| 6M | -1.7% | -18.8% | +17.2% | -0.5% |
| YTD | -5.3% | -26.8% | +21.5% | -3.7% |
| 1Y | +27.2% | -39.3% | +66.5% | +30.7% |
| 3Y | +166.1% | -22.5% | +188.6% | +166.6% |
| 5Y | +136.5% | -0.8% | +137.3% | +129.5% |
| All | +342.2% | +213.3% | +128.8% | +310.2% |
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