+197.4%
PDD vs KEY
+49.0%
+148.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -2.4% | +6.9% | -9.3% | -3.5% |
| 3M | -14.6% | -5.0% | -9.6% | -14.0% |
| 6M | -19.6% | +0.7% | -20.3% | -19.9% |
| YTD | -30.0% | +6.5% | -36.4% | -30.9% |
| 1Y | -42.5% | +22.6% | -65.1% | -44.6% |
| 3Y | -27.2% | +125.3% | -152.5% | -37.2% |
| 5Y | -8.2% | +13.9% | -22.1% | -14.3% |
| All | +197.4% | +49.0% | +148.4% | +148.4% |
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