-23.7%
PDD vs KEY
+40.7%
-64.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +2.2% | -6.3% | -4.6% |
| 30D | -9.6% | -3.0% | -6.6% | -9.0% |
| 3M | -4.3% | +3.3% | -7.6% | -5.3% |
| 6M | -18.8% | +9.2% | -28.0% | -20.8% |
| YTD | -27.5% | +10.6% | -38.1% | -29.6% |
| 1Y | -33.6% | +20.4% | -54.0% | -37.0% |
| 3Y | -20.4% | +121.8% | -142.3% | -37.8% |
| All | -23.7% | +40.7% | -64.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling