-38.6%
PDD vs ADVB
-76.7%
+38.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +2.4% |
| 7D | +6.0% | -29.5% | +35.6% | +5.7% |
| 30D | +5.5% | -66.9% | +72.3% | +4.4% |
| 3M | -9.8% | -73.7% | +64.0% | -10.8% |
| 6M | -16.0% | -64.8% | +48.8% | -17.7% |
| YTD | -27.6% | -64.0% | +36.5% | -28.3% |
| 1Y | -38.6% | -77.0% | +38.4% | -38.0% |
| All | -38.6% | -76.7% | +38.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling