+211.0%
PDD vs FIVE
+143.1%
+67.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +5.8% | +17.7% | -11.9% | +1.1% |
| 3M | -8.6% | +4.0% | -12.6% | -10.1% |
| 6M | -18.8% | +2.6% | -21.5% | -20.6% |
| YTD | -26.8% | +27.6% | -54.3% | -32.8% |
| 1Y | -39.3% | +59.9% | -99.2% | -47.8% |
| 3Y | -22.5% | +35.8% | -58.3% | -34.5% |
| 5Y | -0.8% | +14.4% | -15.2% | -15.4% |
| All | +211.0% | +143.1% | +67.9% | +68.5% |
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