-41.3%
PDD vs PL
+28.1%
-69.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -2.6% |
| 7D | +5.6% | -6.8% | +12.5% | +6.4% |
| 30D | +5.8% | -29.3% | +35.1% | +10.6% |
| 3M | -8.6% | -44.8% | +36.2% | -1.4% |
| 6M | -18.8% | -68.4% | +49.5% | -7.0% |
| YTD | -26.8% | -36.4% | +9.6% | -27.7% |
| 1Y | -39.3% | +0.7% | -40.0% | -45.7% |
| 3Y | -22.5% | +455.3% | -477.8% | -62.2% |
| 5Y | -0.8% | +22.7% | -23.4% | -33.5% |
| All | -41.3% | +28.1% | -69.4% | -60.6% |
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