-39.3%
PDD vs PL
-3.5%
-35.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -1.1% |
| 7D | +5.6% | -6.8% | +12.5% | +5.6% |
| 30D | +5.8% | -29.3% | +35.1% | +6.0% |
| 3M | -8.6% | -44.8% | +36.2% | -8.3% |
| 6M | -18.8% | -68.4% | +49.5% | -18.1% |
| YTD | -26.8% | -36.4% | +9.6% | -27.4% |
| 1Y | -39.3% | +0.7% | -40.0% | -39.4% |
| All | -39.3% | -3.5% | -35.7% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling