+126.7%
C vs PDD
+199.6%
-72.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -5.2% | -2.4% | -2.8% | -5.0% |
| 3M | -9.1% | -14.6% | +5.5% | -8.0% |
| 6M | -1.6% | -19.6% | +18.0% | 0.0% |
| YTD | +6.9% | -30.0% | +36.9% | +9.9% |
| 1Y | +23.0% | -42.5% | +65.5% | +28.3% |
| 3Y | +216.1% | -27.2% | +243.3% | +217.5% |
| 5Y | +112.2% | -8.2% | +120.5% | +99.4% |
| All | +126.7% | +199.6% | -72.9% | +75.0% |
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 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