-13.6%
PDD vs ALL
+161.6%
-175.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -4.9% | +5.0% | -9.9% | -4.9% |
| 30D | -3.0% | +13.3% | -16.4% | -3.1% |
| 3M | -6.2% | +3.2% | -9.4% | -6.2% |
| 6M | -20.7% | +25.3% | -46.1% | -20.8% |
| YTD | -30.4% | +30.5% | -60.8% | -30.5% |
| 1Y | -41.3% | +29.2% | -70.5% | -41.4% |
| 3Y | -27.7% | +119.1% | -146.8% | -29.4% |
| All | -13.6% | +161.6% | -175.2% | -15.1% |
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