+26.9%
KRE vs PDD
-38.2%
+65.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.5% |
| 7D | +2.8% | +6.0% | -3.2% | +2.3% |
| 30D | +5.3% | +5.5% | -0.1% | +4.8% |
| 3M | -4.2% | -9.8% | +5.5% | -3.3% |
| 6M | +8.7% | -16.0% | +24.7% | +10.8% |
| YTD | +16.4% | -27.6% | +43.9% | +20.8% |
| 1Y | +26.9% | -38.6% | +65.5% | +33.4% |
| All | +26.9% | -38.2% | +65.1% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling