+214.4%
PDD vs M
-15.7%
+230.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.1% | +3.0% |
| 7D | +5.9% | -2.1% | +8.0% | +6.2% |
| 30D | +7.1% | +7.7% | -0.6% | +5.8% |
| 3M | -7.7% | -4.4% | -3.3% | -7.3% |
| 6M | -13.2% | +27.5% | -40.7% | -16.7% |
| YTD | -26.0% | +12.8% | -38.7% | -27.9% |
| 1Y | -38.4% | +20.7% | -59.2% | -40.7% |
| 3Y | -21.1% | +111.3% | -132.4% | -32.2% |
| 5Y | +0.3% | -6.3% | +6.6% | -7.4% |
| All | +214.4% | -15.7% | +230.1% | +260.4% |
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