+157.6%
B vs PDD
-22.7%
+180.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -1.6% | -4.1% | +2.5% | -1.3% |
| 30D | +9.4% | -9.6% | +19.0% | +10.2% |
| 3M | +5.0% | -4.3% | +9.3% | +5.2% |
| 6M | -3.5% | -18.8% | +15.2% | -2.2% |
| YTD | +4.5% | -27.5% | +32.0% | +6.7% |
| 1Y | +67.8% | -33.6% | +101.4% | +72.2% |
| 3Y | +196.7% | -20.4% | +217.1% | +197.0% |
| All | +157.6% | -22.7% | +180.3% | +149.4% |
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