-21.6%
PDD vs PL
+403.1%
-424.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.1% | +12.3% | +2.6% |
| 7D | +5.9% | -20.5% | +26.4% | +6.8% |
| 30D | +7.1% | -38.8% | +45.9% | +9.1% |
| 3M | -7.7% | -49.1% | +41.4% | -5.4% |
| 6M | -13.2% | -69.4% | +56.1% | -9.7% |
| YTD | -26.0% | -42.3% | +16.4% | -25.9% |
| 1Y | -38.4% | -14.2% | -24.2% | -39.9% |
| All | -21.6% | +403.1% | -424.7% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling