-23.7%
PDD vs M
+27.3%
-51.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | 0.0% |
| 7D | -4.1% | +4.7% | -8.8% | -5.2% |
| 30D | -9.6% | -9.6% | 0.0% | -7.2% |
| 3M | -4.3% | +0.9% | -5.1% | -5.1% |
| 6M | -18.8% | +22.3% | -41.0% | -24.0% |
| YTD | -27.5% | +6.5% | -34.0% | -29.8% |
| 1Y | -33.6% | +38.8% | -72.4% | -40.7% |
| 3Y | -20.4% | +115.9% | -136.3% | -44.2% |
| All | -23.7% | +27.3% | -51.0% | -32.2% |
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