+207.9%
PDD vs A
+142.6%
+65.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -4.1% | -1.9% | -2.1% | -3.0% |
| 30D | -9.6% | +6.9% | -16.5% | -13.2% |
| 3M | -4.3% | +9.2% | -13.5% | -9.6% |
| 6M | -18.8% | +25.7% | -44.4% | -30.8% |
| YTD | -27.5% | +11.5% | -39.0% | -33.7% |
| 1Y | -33.6% | +18.4% | -52.0% | -42.1% |
| 3Y | -20.4% | +26.6% | -47.0% | -38.3% |
| 5Y | -19.6% | -12.8% | -6.8% | -19.3% |
| All | +207.9% | +142.6% | +65.3% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling