+197.4%
PDD vs FIVE
+156.5%
+40.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -1.0% | +7.3% | -8.3% | -3.0% |
| 30D | -2.4% | +18.1% | -20.5% | -6.9% |
| 3M | -14.6% | +7.7% | -22.3% | -16.8% |
| 6M | -19.6% | +13.6% | -33.2% | -23.5% |
| YTD | -30.0% | +34.6% | -64.6% | -36.7% |
| 1Y | -42.5% | +66.2% | -108.8% | -51.1% |
| 3Y | -27.2% | +43.5% | -70.7% | -39.4% |
| 5Y | -8.2% | +20.7% | -28.9% | -22.9% |
| All | +197.4% | +156.5% | +40.9% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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