+207.9%
PDD vs M
-20.3%
+228.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.3% |
| 7D | -4.1% | +4.7% | -8.8% | -4.7% |
| 30D | -9.6% | -9.6% | 0.0% | -8.3% |
| 3M | -4.3% | +0.9% | -5.1% | -4.7% |
| 6M | -18.8% | +22.3% | -41.0% | -21.5% |
| YTD | -27.5% | +6.5% | -34.0% | -28.7% |
| 1Y | -33.6% | +38.8% | -72.4% | -37.3% |
| 3Y | -20.4% | +115.9% | -136.3% | -31.8% |
| 5Y | -19.6% | +28.6% | -48.2% | -25.8% |
| All | +207.9% | -20.3% | +228.2% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling