+138.0%
B vs PDD
-1.2%
+139.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +9.6% | +5.6% | +4.0% | +9.1% |
| 30D | +3.5% | +5.8% | -2.2% | +3.1% |
| 3M | -1.6% | -8.6% | +7.0% | -1.0% |
| 6M | -1.7% | -18.8% | +17.2% | -0.3% |
| YTD | -5.3% | -26.8% | +21.5% | -3.4% |
| 1Y | +27.2% | -39.3% | +66.5% | +31.3% |
| 3Y | +166.1% | -22.5% | +188.6% | +166.8% |
| All | +138.0% | -1.2% | +139.2% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling