-18.7%
PDD vs ADM
+17.6%
-36.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.1% | +3.8% | -7.8% | -4.3% |
| 30D | -9.6% | +9.8% | -19.4% | -10.1% |
| 3M | -4.3% | +2.1% | -6.4% | -4.5% |
| 6M | -18.8% | +27.5% | -46.3% | -20.4% |
| YTD | -27.5% | +50.2% | -77.7% | -30.0% |
| 1Y | -33.6% | +40.6% | -74.2% | -35.5% |
| All | -18.7% | +17.6% | -36.3% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling