-42.4%
PDD vs KEY
+23.0%
-65.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | -2.4% | +6.7% | -9.1% | -3.5% |
| 3M | -12.7% | -4.6% | -8.1% | -11.8% |
| 6M | -20.0% | +2.6% | -22.6% | -21.4% |
| YTD | -30.3% | +7.0% | -37.3% | -32.7% |
| 1Y | -42.4% | +23.5% | -65.8% | -46.2% |
| All | -42.4% | +23.0% | -65.4% | -46.2% |
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