-21.6%
PDD vs ALL
+115.1%
-136.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +5.9% | +4.2% | +1.7% | +6.1% |
| 30D | +7.1% | +18.9% | -11.8% | +8.1% |
| 3M | -7.7% | +1.2% | -8.9% | -7.6% |
| 6M | -13.2% | +23.2% | -36.4% | -12.0% |
| YTD | -26.0% | +30.0% | -56.0% | -24.5% |
| 1Y | -38.4% | +39.6% | -78.0% | -36.7% |
| All | -21.6% | +115.1% | -136.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling