+105.5%
B vs PDD
-16.7%
+122.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -7.8% | -6.2% | -1.6% | -7.3% |
| 6M | -15.5% | -20.7% | +5.2% | -14.2% |
| YTD | -12.3% | -30.4% | +18.1% | -10.1% |
| 1Y | +5.4% | -41.3% | +46.6% | +9.0% |
| 3Y | +165.5% | -27.7% | +193.2% | +167.5% |
| All | +105.5% | -16.7% | +122.2% | +105.2% |
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 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