-19.3%
PDD vs ARES
+38.2%
-57.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.9% |
| 7D | -4.4% | -2.7% | -1.8% | -4.0% |
| 30D | -15.5% | -2.4% | -13.1% | -15.3% |
| 3M | -4.1% | +3.9% | -8.0% | -5.1% |
| 6M | -23.4% | +26.4% | -49.8% | -27.2% |
| YTD | -30.7% | -14.9% | -15.8% | -29.1% |
| 1Y | -37.6% | -20.4% | -17.2% | -35.7% |
| All | -19.3% | +38.2% | -57.5% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling