-0.3%
PDD vs AR
+71.8%
-72.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +5.6% | -14.3% | +19.9% | +7.7% |
| 30D | +5.8% | +1.4% | +4.3% | +5.3% |
| 3M | -8.6% | +3.4% | -12.0% | -9.4% |
| 6M | -18.8% | -2.1% | -16.8% | -19.1% |
| YTD | -26.8% | +4.7% | -31.5% | -28.3% |
| 1Y | -39.3% | +10.6% | -49.9% | -41.2% |
| 3Y | -22.5% | +24.6% | -47.1% | -28.5% |
| All | -0.3% | +71.8% | -72.1% | -9.4% |
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