+130.0%
C vs PDD
+192.6%
-62.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +4.7% | -7.6% | +12.4% | +5.4% |
| 30D | +0.2% | -5.4% | +5.6% | +0.6% |
| 3M | -9.3% | -12.9% | +3.6% | -8.4% |
| 6M | -0.8% | -19.0% | +18.2% | +0.6% |
| YTD | +8.5% | -31.6% | +40.1% | +11.7% |
| 1Y | +23.1% | -43.0% | +66.1% | +28.6% |
| 3Y | +220.8% | -28.9% | +249.7% | +222.8% |
| 5Y | +112.4% | -18.4% | +130.8% | +101.4% |
| All | +130.0% | +192.6% | -62.5% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling