-22.5%
PDD vs ALL
+105.5%
-128.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.3% |
| 7D | +5.6% | -1.9% | +7.6% | +5.5% |
| 30D | +5.8% | +13.8% | -8.0% | +6.6% |
| 3M | -8.6% | -7.0% | -1.6% | -8.9% |
| 6M | -18.8% | +18.0% | -36.9% | -17.8% |
| YTD | -26.8% | +24.2% | -51.0% | -25.5% |
| 1Y | -39.3% | +31.2% | -70.5% | -37.8% |
| 3Y | -22.5% | +107.5% | -130.0% | -3.6% |
| All | -22.5% | +105.5% | -128.0% | -3.6% |
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