-41.9%
PDD vs PL
+84.9%
-126.8%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -4.1% | -9.3% | +5.2% | -2.7% |
| 30D | -9.6% | -18.9% | +9.3% | -7.0% |
| 3M | -4.3% | -58.4% | +54.1% | +7.3% |
| 6M | -18.8% | -30.3% | +11.6% | -18.5% |
| YTD | -27.5% | -8.1% | -19.4% | -31.6% |
| 1Y | -33.6% | +180.5% | -214.1% | -51.5% |
| 3Y | -20.4% | +444.1% | -464.6% | -57.4% |
| 5Y | -19.6% | +83.0% | -102.6% | -48.3% |
| All | -41.9% | +84.9% | -126.8% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling