+207.9%
PDD vs ARMK
+114.7%
+93.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -4.1% | -2.4% | -1.7% | -3.6% |
| 30D | -9.6% | 0.0% | -9.6% | -9.8% |
| 3M | -4.3% | +6.7% | -10.9% | -5.7% |
| 6M | -18.8% | +38.8% | -57.6% | -24.3% |
| YTD | -27.5% | +55.2% | -82.7% | -34.0% |
| 1Y | -33.6% | +46.6% | -80.2% | -39.0% |
| 3Y | -20.4% | +112.9% | -133.3% | -33.5% |
| 5Y | -19.6% | +144.0% | -163.6% | -34.4% |
| All | +207.9% | +114.7% | +93.2% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling