+207.9%
PDD vs FIVE
+155.1%
+52.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.7% |
| 7D | -4.1% | +4.3% | -8.3% | -5.2% |
| 30D | -9.6% | +12.5% | -22.1% | -12.8% |
| 3M | -4.3% | +31.2% | -35.5% | -11.6% |
| 6M | -18.8% | +14.4% | -33.1% | -22.9% |
| YTD | -27.5% | +33.9% | -61.4% | -34.2% |
| 1Y | -33.6% | +65.1% | -98.7% | -43.5% |
| 3Y | -20.4% | +49.0% | -69.4% | -34.6% |
| 5Y | -19.6% | +30.3% | -49.9% | -33.7% |
| All | +207.9% | +155.1% | +52.8% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling