-39.3%
PDD vs ADVB
-77.7%
+38.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.0% |
| 7D | +5.6% | -13.9% | +19.5% | +5.5% |
| 30D | +5.8% | -68.1% | +73.9% | +4.7% |
| 3M | -8.6% | -73.4% | +64.8% | -9.7% |
| 6M | -18.8% | -70.8% | +52.0% | -20.8% |
| YTD | -26.8% | -66.1% | +39.3% | -27.6% |
| 1Y | -39.3% | -77.5% | +38.2% | -38.7% |
| All | -39.3% | -77.7% | +38.4% | -38.7% |
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