-29.9%
PDD vs ADVB
-97.6%
+67.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.5% | +11.7% | +2.2% |
| 7D | +5.9% | -28.0% | +33.9% | +6.1% |
| 30D | +7.1% | -70.2% | +77.3% | +7.8% |
| 3M | -7.7% | -76.1% | +68.4% | -7.0% |
| 6M | -13.2% | -72.3% | +59.1% | -14.3% |
| YTD | -26.0% | -67.5% | +41.5% | -27.6% |
| 1Y | -38.4% | -78.6% | +40.1% | -38.6% |
| All | -29.9% | -97.6% | +67.7% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling