+214.4%
PDD vs ALL
+241.7%
-27.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +5.9% | +4.2% | +1.7% | +5.4% |
| 30D | +7.1% | +18.9% | -11.8% | +5.1% |
| 3M | -7.7% | +1.2% | -8.9% | -7.9% |
| 6M | -13.2% | +23.2% | -36.4% | -15.4% |
| YTD | -26.0% | +30.0% | -56.0% | -28.3% |
| 1Y | -38.4% | +39.6% | -78.0% | -40.9% |
| 3Y | -21.1% | +115.2% | -136.4% | -30.0% |
| 5Y | +0.3% | +156.2% | -155.9% | -15.1% |
| All | +214.4% | +241.7% | -27.3% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling