+207.9%
PDD vs AR
+86.1%
+121.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -4.1% | +2.5% | -6.6% | -4.3% |
| 30D | -9.6% | +14.8% | -24.4% | -10.9% |
| 3M | -4.3% | +6.2% | -10.5% | -5.0% |
| 6M | -18.8% | +4.3% | -23.0% | -19.4% |
| YTD | -27.5% | +14.4% | -41.9% | -28.9% |
| 1Y | -33.6% | +21.3% | -55.0% | -35.5% |
| 3Y | -20.4% | +39.8% | -60.2% | -24.9% |
| 5Y | -19.6% | +142.1% | -161.7% | -28.7% |
| All | +207.9% | +86.1% | +121.8% | +227.2% |
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