-38.6%
PDD vs KEYS
+55.9%
-94.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.3% | +8.8% | +2.7% |
| 7D | +6.0% | -14.8% | +20.8% | +6.8% |
| 30D | +5.5% | -25.6% | +31.0% | +7.2% |
| 3M | -9.8% | -16.2% | +6.5% | -9.2% |
| 6M | -16.0% | -18.6% | +2.6% | -15.4% |
| YTD | -27.6% | +40.7% | -68.2% | -37.1% |
| 1Y | -38.6% | +59.6% | -98.2% | -48.8% |
| All | -38.6% | +55.9% | -94.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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