-38.6%
PDD vs M
+36.6%
-75.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.6% | -5.2% | +1.3% |
| 7D | +6.0% | +8.3% | -2.2% | +4.7% |
| 30D | +5.5% | +14.2% | -8.7% | +3.4% |
| 3M | -9.8% | -1.1% | -8.7% | -9.9% |
| 6M | -16.0% | +36.6% | -52.6% | -20.8% |
| YTD | -27.6% | +19.8% | -47.3% | -30.2% |
| 1Y | -38.6% | +37.2% | -75.8% | -43.1% |
| All | -38.6% | +36.6% | -75.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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