-23.7%
PDD vs ADM
+62.5%
-86.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.1% | +3.8% | -7.8% | -4.5% |
| 30D | -9.6% | +9.8% | -19.4% | -10.6% |
| 3M | -4.3% | +2.1% | -6.4% | -4.7% |
| 6M | -18.8% | +27.5% | -46.3% | -21.6% |
| YTD | -27.5% | +50.2% | -77.7% | -31.7% |
| 1Y | -33.6% | +40.6% | -74.2% | -37.0% |
| 3Y | -20.4% | +17.2% | -37.6% | -22.8% |
| All | -23.7% | +62.5% | -86.2% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling