-0.3%
PDD vs ARES
+83.4%
-83.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +5.6% | +4.5% | +1.1% | +3.6% |
| 30D | +5.8% | +15.7% | -10.0% | -0.8% |
| 3M | -8.6% | -2.0% | -6.6% | -8.6% |
| 6M | -18.8% | +10.4% | -29.3% | -24.0% |
| YTD | -26.8% | -14.2% | -12.5% | -24.0% |
| 1Y | -39.3% | -7.8% | -31.5% | -39.6% |
| 3Y | -22.5% | +41.4% | -63.9% | -50.1% |
| All | -0.3% | +83.4% | -83.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling