+214.4%
PDD vs P
+306.8%
-92.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.4% | +18.6% | +6.1% |
| 7D | +5.9% | -31.9% | +37.8% | +15.1% |
| 30D | +7.1% | -36.5% | +43.6% | +17.9% |
| 3M | -7.7% | +11.6% | -19.3% | -13.6% |
| 6M | -13.2% | +25.2% | -38.4% | -23.0% |
| YTD | -26.0% | +39.4% | -65.4% | -37.2% |
| 1Y | -38.4% | -3.7% | -34.7% | -43.0% |
| 3Y | -21.1% | +167.3% | -188.4% | -53.6% |
| 5Y | +0.3% | +237.3% | -237.0% | -47.3% |
| All | +214.4% | +306.8% | -92.4% | +46.7% |
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