-21.6%
PDD vs KEY
+107.3%
-128.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.7% |
| 7D | +5.9% | -2.5% | +8.4% | +6.4% |
| 30D | +7.1% | +4.1% | +3.0% | +6.2% |
| 3M | -7.7% | -8.4% | +0.7% | -6.2% |
| 6M | -13.2% | -2.3% | -10.9% | -13.1% |
| YTD | -26.0% | +4.6% | -30.5% | -26.9% |
| 1Y | -38.4% | +24.6% | -63.0% | -41.2% |
| All | -21.6% | +107.3% | -128.9% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling