+214.4%
PDD vs AR
+71.8%
+142.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.5% |
| 7D | +5.9% | -11.7% | +17.6% | +7.1% |
| 30D | +7.1% | +1.8% | +5.2% | +6.7% |
| 3M | -7.7% | +6.0% | -13.7% | -8.5% |
| 6M | -13.2% | -7.0% | -6.2% | -13.0% |
| YTD | -26.0% | +5.6% | -31.5% | -27.0% |
| 1Y | -38.4% | +10.8% | -49.2% | -39.7% |
| 3Y | -21.1% | +19.3% | -40.4% | -24.5% |
| 5Y | +0.3% | +73.3% | -73.0% | -8.5% |
| All | +214.4% | +71.8% | +142.7% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling