+198.7%
PDD vs KEYS
+459.1%
-260.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.9% |
| 7D | -4.1% | +4.4% | -8.5% | -6.2% |
| 30D | -13.1% | -2.2% | -10.9% | -12.7% |
| 3M | -3.5% | +0.5% | -4.0% | -6.2% |
| 6M | -21.8% | +22.4% | -44.2% | -32.1% |
| YTD | -29.7% | +64.1% | -93.8% | -49.4% |
| 1Y | -36.2% | +97.0% | -133.2% | -59.0% |
| 3Y | -16.4% | +152.0% | -168.4% | -56.5% |
| 5Y | -23.8% | +83.7% | -107.6% | -52.1% |
| All | +198.7% | +459.1% | -260.5% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling