-18.7%
PDD vs M
+117.7%
-136.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | -4.1% | +4.7% | -8.8% | -4.7% |
| 30D | -9.6% | -9.6% | 0.0% | -8.4% |
| 3M | -4.3% | +0.9% | -5.1% | -4.7% |
| 6M | -18.8% | +22.3% | -41.0% | -21.4% |
| YTD | -27.5% | +6.5% | -34.0% | -28.6% |
| 1Y | -33.6% | +38.8% | -72.4% | -37.0% |
| All | -18.7% | +117.7% | -136.3% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling