-20.1%
PDD vs KEYS
+154.3%
-174.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.8% |
| 7D | -5.4% | +3.5% | -8.8% | -6.0% |
| 30D | -12.6% | -4.5% | -8.1% | -11.9% |
| 3M | -4.3% | -0.4% | -3.9% | -5.2% |
| 6M | -24.4% | +19.1% | -43.5% | -28.8% |
| YTD | -31.4% | +66.7% | -98.0% | -42.0% |
| 1Y | -38.1% | +96.5% | -134.6% | -50.4% |
| 3Y | -20.1% | +155.2% | -175.3% | -40.1% |
| All | -20.1% | +154.3% | -174.4% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling