-18.7%
PDD vs FIVE
+50.0%
-68.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.1% |
| 7D | -4.1% | +4.3% | -8.3% | -4.7% |
| 30D | -9.6% | +12.5% | -22.1% | -11.5% |
| 3M | -4.3% | +31.2% | -35.5% | -8.7% |
| 6M | -18.8% | +14.4% | -33.1% | -21.1% |
| YTD | -27.5% | +33.9% | -61.4% | -31.5% |
| 1Y | -33.6% | +65.1% | -98.7% | -39.5% |
| All | -18.7% | +50.0% | -68.7% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling