-40.7%
PDD vs PL
+16.0%
-56.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.1% | +12.3% | +3.6% |
| 7D | +5.9% | -20.5% | +26.4% | +9.2% |
| 30D | +7.1% | -38.8% | +45.9% | +14.4% |
| 3M | -7.7% | -49.1% | +41.4% | +0.9% |
| 6M | -13.2% | -69.4% | +56.1% | -0.1% |
| YTD | -26.0% | -42.3% | +16.4% | -25.8% |
| 1Y | -38.4% | -14.2% | -24.2% | -43.5% |
| 3Y | -21.1% | +398.7% | -419.8% | -60.8% |
| 5Y | +0.3% | +11.1% | -10.8% | -31.8% |
| All | -40.7% | +16.0% | -56.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling