-14.9%
PDD vs KR
+82.6%
-97.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.3% |
| 7D | -3.8% | +0.8% | -4.6% | -3.7% |
| 30D | -2.4% | +11.1% | -13.4% | -0.5% |
| 3M | -12.7% | +24.4% | -37.1% | -9.1% |
| 6M | -20.0% | +8.5% | -28.6% | -18.7% |
| YTD | -30.3% | +13.1% | -43.5% | -28.3% |
| 1Y | -42.4% | +9.3% | -51.7% | -41.1% |
| 3Y | -27.5% | +69.3% | -96.8% | -18.0% |
| 5Y | -14.9% | +83.2% | -98.2% | -4.3% |
| All | -14.9% | +82.6% | -97.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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