+207.9%
PDD vs KEY
+54.8%
+153.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -4.1% | +2.2% | -6.3% | -4.4% |
| 30D | -9.6% | -3.0% | -6.6% | -9.2% |
| 3M | -4.3% | +3.3% | -7.6% | -4.9% |
| 6M | -18.8% | +9.2% | -28.0% | -20.1% |
| YTD | -27.5% | +10.6% | -38.1% | -28.8% |
| 1Y | -33.6% | +20.4% | -54.0% | -35.8% |
| 3Y | -20.4% | +121.8% | -142.3% | -31.3% |
| 5Y | -19.6% | +41.1% | -60.7% | -26.4% |
| All | +207.9% | +54.8% | +153.1% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling