+201.5%
PDD vs LOW
+173.7%
+27.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.4% | -4.2% |
| 7D | -1.4% | +6.4% | -7.8% | -3.7% |
| 30D | -1.0% | +25.6% | -26.6% | -8.7% |
| 3M | -12.3% | +4.6% | -16.8% | -13.9% |
| 6M | -18.5% | +2.5% | -21.0% | -19.9% |
| YTD | -29.0% | -1.6% | -27.4% | -29.5% |
| 1Y | -40.7% | +1.7% | -42.4% | -41.9% |
| 3Y | -25.7% | +29.4% | -55.1% | -35.1% |
| 5Y | -3.3% | +9.6% | -12.9% | -11.3% |
| All | +201.5% | +173.7% | +27.8% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling