-38.6%
PDD vs PPL
+1.0%
-39.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | +6.0% | +1.8% | +4.2% | +6.3% |
| 30D | +5.5% | +8.4% | -3.0% | +6.7% |
| 3M | -9.8% | +2.4% | -12.1% | -9.6% |
| 6M | -16.0% | -4.0% | -12.0% | -16.5% |
| YTD | -27.6% | +4.5% | -32.0% | -27.3% |
| 1Y | -38.6% | +1.7% | -40.3% | -37.8% |
| All | -38.6% | +1.0% | -39.6% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling