-0.3%
PDD vs ADM
+24.5%
-24.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +5.6% | -9.0% | +14.6% | +6.7% |
| 30D | +5.8% | -14.0% | +19.7% | +7.4% |
| 3M | -8.6% | -9.2% | +0.5% | -7.9% |
| 6M | -18.8% | -9.2% | -9.7% | -18.4% |
| YTD | -26.8% | +24.2% | -51.0% | -29.4% |
| 1Y | -39.3% | +27.0% | -66.2% | -41.7% |
| 3Y | -22.5% | +6.6% | -29.1% | -24.6% |
| All | -0.3% | +24.5% | -24.7% | -13.7% |
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