-34.1%
PDD vs ADVB
-96.8%
+62.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.6% | +25.4% | +1.9% |
| 7D | -4.9% | +27.8% | -32.7% | -5.0% |
| 30D | -3.0% | -50.8% | +47.7% | -2.7% |
| 3M | -6.2% | -70.5% | +64.3% | -5.5% |
| 6M | -20.7% | -46.7% | +26.0% | -22.3% |
| YTD | -30.4% | -56.7% | +26.3% | -32.0% |
| 1Y | -41.3% | -71.8% | +30.5% | -41.4% |
| All | -34.1% | -96.8% | +62.7% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling