+22.6%
KRE vs PDD
-41.6%
+64.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.0% |
| 7D | -0.4% | -1.4% | +1.1% | -0.3% |
| 30D | +6.4% | -1.0% | +7.5% | +6.4% |
| 3M | -3.1% | -12.3% | +9.2% | -1.9% |
| 6M | +6.4% | -18.5% | +24.9% | +8.8% |
| YTD | +15.3% | -29.0% | +44.3% | +19.8% |
| All | +22.6% | -41.6% | +64.2% | +28.8% |
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