+198.7%
PDD vs POET
+315.5%
-116.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -3.2% |
| 7D | -4.1% | +17.0% | -21.2% | -4.7% |
| 30D | -13.1% | -6.7% | -6.4% | -12.9% |
| 3M | -3.5% | -32.3% | +28.9% | -2.5% |
| 6M | -21.8% | +32.3% | -54.1% | -25.4% |
| YTD | -29.7% | +31.3% | -60.9% | -33.2% |
| 1Y | -36.2% | +55.3% | -91.5% | -40.4% |
| 3Y | -16.4% | +136.8% | -153.1% | -26.4% |
| 5Y | -23.8% | -2.2% | -21.6% | -30.6% |
| All | +198.7% | +315.5% | -116.8% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling