+207.9%
PDD vs ARES
+786.1%
-578.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -4.1% | -1.7% | -2.4% | -3.5% |
| 30D | -9.6% | +0.3% | -9.9% | -10.0% |
| 3M | -4.3% | +8.5% | -12.7% | -8.2% |
| 6M | -18.8% | +23.5% | -42.2% | -27.0% |
| YTD | -27.5% | -11.2% | -16.3% | -26.2% |
| 1Y | -33.6% | -19.3% | -14.3% | -30.3% |
| 3Y | -20.4% | +48.7% | -69.1% | -41.5% |
| 5Y | -19.6% | +106.5% | -126.1% | -50.4% |
| All | +207.9% | +786.1% | -578.2% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling