-41.7%
PDD vs COMP
-56.6%
+14.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.2% | +10.4% | +3.7% |
| 7D | +5.9% | -1.8% | +7.7% | +6.1% |
| 30D | +7.1% | -0.8% | +7.8% | +6.8% |
| 3M | -7.7% | -28.1% | +20.5% | -2.7% |
| 6M | -13.2% | +27.0% | -40.2% | -18.9% |
| YTD | -26.0% | -12.8% | -13.2% | -26.7% |
| 1Y | -38.4% | +4.9% | -43.3% | -41.3% |
| 3Y | -21.1% | +321.0% | -342.1% | -51.3% |
| 5Y | +0.3% | -25.6% | +25.9% | -2.2% |
| All | -41.7% | -56.6% | +14.9% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling