+211.0%
PDD vs KEY
+45.6%
+165.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +5.6% | -1.3% | +6.9% | +5.8% |
| 30D | +5.8% | +5.1% | +0.6% | +4.9% |
| 3M | -8.6% | -7.1% | -1.5% | -7.6% |
| 6M | -18.8% | -4.4% | -14.5% | -18.4% |
| YTD | -26.8% | +4.0% | -30.8% | -27.4% |
| 1Y | -39.3% | +23.4% | -62.7% | -41.5% |
| 3Y | -22.5% | +113.9% | -136.4% | -32.6% |
| 5Y | -0.8% | +12.3% | -13.1% | -7.1% |
| All | +211.0% | +45.6% | +165.4% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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