+201.5%
PDD vs ADM
+87.6%
+113.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -1.4% | -7.8% | +6.4% | +0.2% |
| 30D | -1.0% | -12.6% | +11.5% | +1.7% |
| 3M | -12.3% | -8.2% | -4.0% | -11.0% |
| 6M | -18.5% | -8.9% | -9.6% | -17.5% |
| YTD | -29.0% | +24.0% | -53.0% | -33.3% |
| 1Y | -40.7% | +26.2% | -66.9% | -44.7% |
| 3Y | -25.7% | +7.0% | -32.7% | -29.2% |
| 5Y | -3.3% | +24.9% | -28.1% | -15.0% |
| All | +201.5% | +87.6% | +113.9% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling