+339.8%
B vs PDD
+216.8%
+123.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +4.3% | +5.9% | -1.6% | +4.0% |
| 30D | -0.9% | +7.1% | -8.0% | -1.4% |
| 3M | -1.4% | -7.7% | +6.3% | -0.9% |
| 6M | +5.0% | -13.2% | +18.3% | +5.8% |
| YTD | -5.8% | -26.0% | +20.1% | -4.3% |
| 1Y | +25.6% | -38.4% | +64.0% | +28.9% |
| 3Y | +161.6% | -21.1% | +182.7% | +161.8% |
| 5Y | +135.2% | +0.3% | +134.9% | +128.1% |
| All | +339.8% | +216.8% | +123.0% | +307.7% |
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