-41.9%
PDD vs M
+25.0%
-67.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -3.8% | -3.3% | -0.5% | -3.4% |
| 30D | -2.4% | +8.1% | -10.5% | -3.5% |
| 3M | -12.7% | +2.2% | -14.9% | -13.2% |
| 6M | -20.0% | +35.1% | -55.2% | -24.3% |
| YTD | -30.3% | +15.8% | -46.1% | -32.5% |
| All | -41.9% | +25.0% | -67.0% | -44.5% |
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