+265.0%
C vs PDD
-17.2%
+282.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +3.6% | -4.1% | +7.7% | +4.1% |
| 30D | +0.1% | -9.6% | +9.7% | +1.1% |
| 3M | +2.4% | -4.3% | +6.7% | +2.7% |
| 6M | +24.9% | -18.8% | +43.7% | +27.6% |
| YTD | +19.8% | -27.5% | +47.3% | +23.9% |
| 1Y | +44.9% | -33.6% | +78.5% | +50.9% |
| All | +265.0% | -17.2% | +282.2% | +257.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling