-27.7%
PDD vs POET
+294.6%
-322.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | -4.9% | +1.2% | -6.1% | -4.9% |
| 30D | -3.0% | -12.2% | +9.1% | -3.0% |
| 3M | -6.2% | -42.4% | +36.2% | -6.0% |
| 6M | -20.7% | -64.3% | +43.6% | -20.5% |
| YTD | -30.4% | -19.0% | -11.4% | -31.0% |
| 1Y | -41.3% | +9.1% | -50.4% | -41.9% |
| 3Y | -27.7% | +297.7% | -325.4% | -21.0% |
| All | -27.7% | +294.6% | -322.3% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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