+197.4%
PDD vs ADM
+86.1%
+111.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.0% | -1.8% | +0.9% | -0.6% |
| 30D | -2.4% | -13.3% | +10.9% | +0.5% |
| 3M | -14.6% | -13.4% | -1.3% | -12.3% |
| 6M | -19.6% | -9.6% | -10.0% | -18.5% |
| YTD | -30.0% | +23.0% | -53.0% | -34.1% |
| 1Y | -42.5% | +27.4% | -69.9% | -46.5% |
| 3Y | -27.2% | +5.7% | -32.9% | -30.4% |
| 5Y | -8.2% | +22.1% | -30.3% | -18.8% |
| All | +197.4% | +86.1% | +111.3% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling