+201.5%
PDD vs ARMK
+107.0%
+94.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -3.8% |
| 7D | -1.4% | +0.9% | -2.4% | -1.8% |
| 30D | -1.0% | -0.4% | -0.7% | -1.2% |
| 3M | -12.3% | -2.0% | -10.3% | -12.3% |
| 6M | -18.5% | +22.0% | -40.5% | -22.3% |
| YTD | -29.0% | +49.6% | -78.6% | -35.1% |
| 1Y | -40.7% | +46.4% | -87.1% | -45.6% |
| 3Y | -25.7% | +103.2% | -128.9% | -37.5% |
| 5Y | -3.3% | +108.1% | -111.4% | -19.6% |
| All | +201.5% | +107.0% | +94.5% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling