-41.7%
PDD vs KEY
+22.7%
-64.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.5% |
| 7D | -1.4% | -0.4% | -1.1% | -1.4% |
| 30D | -1.0% | +7.2% | -8.3% | -2.3% |
| 3M | -12.3% | -4.9% | -7.4% | -11.3% |
| 6M | -18.5% | +1.1% | -19.6% | -19.5% |
| YTD | -29.0% | +6.8% | -35.8% | -31.4% |
| All | -41.7% | +22.7% | -64.4% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling