+322.4%
NET vs PDD
-24.0%
+346.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -2.9% |
| 7D | -16.4% | +6.0% | -22.4% | -17.2% |
| 30D | -25.8% | +5.5% | -31.3% | -26.5% |
| 3M | -11.5% | -9.8% | -1.8% | -10.3% |
| 6M | +18.9% | -16.0% | +34.9% | +21.8% |
| YTD | +35.2% | -27.6% | +62.8% | +41.2% |
| 1Y | +14.5% | -38.6% | +53.1% | +22.1% |
| All | +322.4% | -24.0% | +346.4% | +330.1% |
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