+48.6%
KRE vs PDD
+200.9%
-152.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.1% |
| 7D | +2.3% | -4.1% | +6.4% | +2.6% |
| 30D | -2.5% | -13.1% | +10.6% | -1.7% |
| 3M | +6.2% | -3.5% | +9.7% | +6.4% |
| 6M | +15.8% | -21.8% | +37.6% | +17.4% |
| YTD | +16.0% | -29.7% | +45.7% | +18.3% |
| 1Y | +16.2% | -36.2% | +52.4% | +19.1% |
| 3Y | +86.4% | -16.4% | +102.8% | +85.0% |
| 5Y | +33.0% | -23.8% | +56.8% | +26.9% |
| All | +48.6% | +200.9% | -152.3% | +24.5% |
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