+211.0%
PDD vs AR
+70.3%
+140.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +5.6% | -14.3% | +19.9% | +7.2% |
| 30D | +5.8% | +1.4% | +4.3% | +5.5% |
| 3M | -8.6% | +3.4% | -12.0% | -9.2% |
| 6M | -18.8% | -2.1% | -16.8% | -19.0% |
| YTD | -26.8% | +4.7% | -31.5% | -27.8% |
| 1Y | -39.3% | +10.6% | -49.9% | -40.5% |
| 3Y | -22.5% | +24.6% | -47.1% | -26.1% |
| 5Y | -0.8% | +71.9% | -72.7% | -9.5% |
| All | +211.0% | +70.3% | +140.6% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling