-38.6%
PDD vs A
+24.4%
-63.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.4% |
| 7D | +6.0% | -2.4% | +8.4% | +6.2% |
| 30D | +5.5% | +3.6% | +1.9% | +5.1% |
| 3M | -9.8% | +27.5% | -37.2% | -11.4% |
| 6M | -16.0% | +58.5% | -74.5% | -19.2% |
| YTD | -27.6% | +31.2% | -58.7% | -26.0% |
| 1Y | -38.6% | +22.2% | -60.8% | -37.4% |
| All | -38.6% | +24.4% | -63.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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