+190.4%
PDD vs LOW
+168.2%
+22.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.3% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | -5.4% | +21.3% | -26.7% | -11.7% |
| 3M | -12.9% | +6.0% | -18.9% | -14.9% |
| 6M | -19.0% | +2.6% | -21.6% | -20.4% |
| YTD | -31.6% | -3.6% | -28.0% | -31.6% |
| 1Y | -43.0% | -1.0% | -42.1% | -43.7% |
| 3Y | -28.9% | +24.2% | -53.1% | -36.9% |
| 5Y | -18.4% | +6.3% | -24.7% | -24.4% |
| All | +190.4% | +168.2% | +22.1% | +73.8% |
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