-0.3%
PDD vs A
+15.4%
-15.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | +5.6% | -0.1% | +5.7% | +5.5% |
| 30D | +5.8% | +3.4% | +2.4% | +3.9% |
| 3M | -8.6% | +23.8% | -32.4% | -17.4% |
| 6M | -18.8% | +49.0% | -67.8% | -33.7% |
| YTD | -26.8% | +29.4% | -56.2% | -36.0% |
| 1Y | -39.3% | +19.4% | -58.7% | -44.8% |
| 3Y | -22.5% | +66.2% | -88.7% | -46.9% |
| All | -0.3% | +15.4% | -15.6% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling