-41.3%
PDD vs LOW
-0.7%
-40.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -4.9% | +1.4% | -6.3% | -5.2% |
| 30D | -3.0% | +21.7% | -24.7% | -6.6% |
| 3M | -6.2% | +5.0% | -11.2% | -7.4% |
| 6M | -20.7% | +4.6% | -25.3% | -21.7% |
| YTD | -30.4% | -3.5% | -26.9% | -30.3% |
| 1Y | -41.3% | +0.5% | -41.8% | -42.6% |
| All | -41.3% | -0.7% | -40.5% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling