-18.7%
PDD vs PODD
-22.7%
+4.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -4.1% | +1.6% | -5.7% | -4.2% |
| 30D | -9.6% | +10.7% | -20.3% | -10.5% |
| 3M | -4.3% | +0.7% | -5.0% | -4.7% |
| 6M | -18.8% | -39.3% | +20.5% | -15.4% |
| YTD | -27.5% | -48.1% | +20.6% | -23.4% |
| 1Y | -33.6% | -57.4% | +23.8% | -28.7% |
| All | -18.7% | -22.7% | +4.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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