-13.6%
PDD vs AR
+99.4%
-113.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -4.9% | +7.4% | -12.3% | -5.8% |
| 30D | -3.0% | +5.8% | -8.8% | -4.0% |
| 3M | -6.2% | +5.2% | -11.4% | -7.2% |
| 6M | -20.7% | +5.4% | -26.2% | -21.8% |
| YTD | -30.4% | +12.4% | -42.8% | -32.5% |
| 1Y | -41.3% | +12.8% | -54.1% | -43.2% |
| 3Y | -27.7% | +47.2% | -74.9% | -35.2% |
| All | -13.6% | +99.4% | -113.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling