-3.3%
PDD vs M
-2.8%
-0.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.1% | -11.1% | -5.2% |
| 7D | -1.4% | +2.5% | -4.0% | -2.4% |
| 30D | -1.0% | +10.1% | -11.1% | -4.0% |
| 3M | -12.3% | -0.9% | -11.3% | -12.6% |
| 6M | -18.5% | +30.2% | -48.7% | -25.4% |
| YTD | -29.0% | +16.3% | -45.3% | -33.4% |
| 1Y | -40.7% | +27.0% | -67.7% | -46.0% |
| 3Y | -25.7% | +154.5% | -180.2% | -51.8% |
| 5Y | -3.3% | -1.1% | -2.2% | -15.4% |
| All | -3.3% | -2.8% | -0.5% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling