+130.7%
C vs PDD
-22.7%
+153.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +3.6% | -4.1% | +7.7% | +4.0% |
| 30D | +0.1% | -9.6% | +9.7% | +1.0% |
| 3M | +2.4% | -4.3% | +6.7% | +2.7% |
| 6M | +24.9% | -18.8% | +43.7% | +27.1% |
| YTD | +19.8% | -27.5% | +47.3% | +23.2% |
| 1Y | +44.9% | -33.6% | +78.5% | +50.0% |
| 3Y | +263.0% | -20.4% | +283.4% | +261.7% |
| All | +130.7% | -22.7% | +153.3% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling