+214.4%
PDD vs FIVE
+144.1%
+70.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +3.3% |
| 7D | +5.9% | -1.7% | +7.6% | +6.3% |
| 30D | +7.1% | +14.9% | -7.9% | +3.0% |
| 3M | -7.7% | +7.6% | -15.3% | -10.1% |
| 6M | -13.2% | +6.4% | -19.6% | -15.9% |
| YTD | -26.0% | +28.1% | -54.0% | -32.2% |
| 1Y | -38.4% | +54.7% | -93.1% | -46.6% |
| 3Y | -21.1% | +36.1% | -57.2% | -33.3% |
| 5Y | +0.3% | +14.9% | -14.6% | -14.6% |
| All | +214.4% | +144.1% | +70.4% | +70.2% |
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