-42.5%
PDD vs ALL
+32.6%
-75.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.5% |
| 7D | -1.0% | -0.1% | -0.8% | -1.0% |
| 30D | -2.4% | +13.8% | -16.2% | -2.9% |
| 3M | -14.6% | -2.8% | -11.9% | -14.3% |
| 6M | -19.6% | +23.7% | -43.3% | -20.4% |
| YTD | -30.0% | +27.3% | -57.3% | -30.9% |
| 1Y | -42.5% | +30.5% | -73.1% | -42.4% |
| All | -42.5% | +32.6% | -75.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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