-13.6%
PDD vs P
+279.3%
-292.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.2% |
| 7D | -4.9% | +11.6% | -16.5% | -6.9% |
| 30D | -3.0% | -23.7% | +20.6% | +1.0% |
| 3M | -6.2% | -8.0% | +1.8% | -6.7% |
| 6M | -20.7% | +27.9% | -48.6% | -27.9% |
| YTD | -30.4% | +61.2% | -91.5% | -41.0% |
| 1Y | -41.3% | +28.6% | -69.9% | -48.3% |
| 3Y | -27.7% | +200.5% | -228.2% | -58.4% |
| All | -13.6% | +279.3% | -292.9% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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