+198.7%
PDD vs LOW
+135.3%
+63.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -13.1% | -10.1% | -3.0% | -9.9% |
| 3M | -3.5% | -2.9% | -0.6% | -2.9% |
| 6M | -21.8% | -19.4% | -2.4% | -16.2% |
| YTD | -29.7% | -15.4% | -14.2% | -26.2% |
| 1Y | -36.2% | -24.9% | -11.3% | -30.3% |
| 3Y | -16.4% | -7.8% | -8.5% | -16.9% |
| 5Y | -23.8% | +8.4% | -32.2% | -29.7% |
| All | +198.7% | +135.3% | +63.4% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling