-41.3%
PDD vs FIVE
+62.4%
-103.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -4.9% | +2.7% | -7.5% | -5.2% |
| 30D | -3.0% | +12.7% | -15.7% | -4.7% |
| 3M | -6.2% | +2.1% | -8.2% | -6.7% |
| 6M | -20.7% | +17.5% | -38.2% | -23.7% |
| YTD | -30.4% | +31.0% | -61.3% | -35.3% |
| 1Y | -41.3% | +67.7% | -109.0% | -47.3% |
| All | -41.3% | +62.4% | -103.7% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling