-18.7%
PDD vs A
+26.9%
-45.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.1% | -1.9% | -2.1% | -3.7% |
| 30D | -9.6% | +6.9% | -16.5% | -10.9% |
| 3M | -4.3% | +9.2% | -13.5% | -6.2% |
| 6M | -18.8% | +25.7% | -44.4% | -23.2% |
| YTD | -27.5% | +11.5% | -39.0% | -29.1% |
| 1Y | -33.6% | +18.4% | -52.0% | -36.4% |
| All | -18.7% | +26.9% | -45.5% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling