-13.6%
PDD vs A
+11.8%
-25.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.0% | 0.0% | -3.0% | -3.4% |
| 3M | -6.2% | +16.7% | -22.9% | -12.9% |
| 6M | -20.7% | +54.8% | -75.5% | -36.5% |
| YTD | -30.4% | +28.8% | -59.2% | -39.0% |
| 1Y | -41.3% | +19.3% | -60.6% | -46.6% |
| 3Y | -27.7% | +65.5% | -93.2% | -50.4% |
| All | -13.6% | +11.8% | -25.4% | -21.6% |
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