-13.6%
PDD vs KEYS
+59.1%
-72.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.7% |
| 7D | -4.9% | +9.4% | -14.3% | -8.3% |
| 30D | -3.0% | -16.8% | +13.7% | +3.0% |
| 3M | -6.2% | -15.9% | +9.7% | -1.6% |
| 6M | -20.7% | -17.6% | -3.1% | -17.5% |
| YTD | -30.4% | +46.5% | -76.9% | -48.1% |
| 1Y | -41.3% | +66.9% | -108.2% | -59.6% |
| 3Y | -27.7% | +141.4% | -169.1% | -65.1% |
| All | -13.6% | +59.1% | -72.7% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling