-38.6%
PDD vs COMP
+23.8%
-62.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.3% | +1.4% |
| 7D | +6.0% | +9.5% | -3.4% | +4.7% |
| 30D | +5.5% | +8.1% | -2.6% | +4.2% |
| 3M | -9.8% | -16.3% | +6.6% | -8.1% |
| 6M | -16.0% | +42.2% | -58.2% | -21.8% |
| YTD | -27.6% | -5.0% | -22.5% | -30.6% |
| 1Y | -38.6% | +20.1% | -58.7% | -44.3% |
| All | -38.6% | +23.8% | -62.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling