+207.9%
PDD vs P
+333.2%
-125.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -4.1% | +6.5% | -10.6% | -5.7% |
| 30D | -9.6% | +18.8% | -28.4% | -14.5% |
| 3M | -4.3% | +26.7% | -31.0% | -12.2% |
| 6M | -18.8% | +62.2% | -80.9% | -31.3% |
| YTD | -27.5% | +48.5% | -76.0% | -37.8% |
| 1Y | -33.6% | +26.4% | -60.0% | -41.9% |
| 3Y | -20.4% | +159.4% | -179.8% | -51.1% |
| 5Y | -19.6% | +275.8% | -295.4% | -58.0% |
| All | +207.9% | +333.2% | -125.3% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling