-23.7%
PDD vs ALL
+118.4%
-142.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.8% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -9.6% | -1.5% | -8.1% | -9.6% |
| 3M | -4.3% | +23.6% | -27.9% | -4.9% |
| 6M | -18.8% | +22.3% | -41.1% | -19.3% |
| YTD | -27.5% | +26.5% | -54.0% | -28.1% |
| 1Y | -33.6% | +27.0% | -60.6% | -34.2% |
| 3Y | -20.4% | +149.6% | -170.0% | -26.2% |
| All | -23.7% | +118.4% | -142.1% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling