+211.0%
PDD vs ARMK
+98.7%
+112.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.5% | -1.9% |
| 7D | +5.6% | -2.6% | +8.3% | +6.1% |
| 30D | +5.8% | -5.2% | +11.0% | +6.7% |
| 3M | -8.6% | -6.5% | -2.1% | -7.8% |
| 6M | -18.8% | +15.3% | -34.1% | -21.7% |
| YTD | -26.8% | +43.6% | -70.4% | -32.5% |
| 1Y | -39.3% | +42.1% | -81.3% | -44.0% |
| 3Y | -22.5% | +94.0% | -116.5% | -34.2% |
| 5Y | -0.8% | +96.3% | -97.0% | -16.7% |
| All | +211.0% | +98.7% | +112.3% | +225.6% |
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