+387.8%
B vs PDD
+210.2%
+177.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +5.0% | -4.3% | +9.3% | +5.2% |
| 6M | -3.5% | -18.8% | +15.2% | -2.4% |
| YTD | +4.5% | -27.5% | +32.0% | +6.4% |
| 1Y | +67.8% | -33.6% | +101.4% | +71.5% |
| 3Y | +196.7% | -20.4% | +217.1% | +196.8% |
| 5Y | +151.9% | -19.6% | +171.5% | +146.5% |
| All | +387.8% | +210.2% | +177.6% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling