+207.9%
PDD vs PPL
+70.8%
+137.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | +2.7% | -6.7% | -4.3% |
| 30D | -9.6% | +0.5% | -10.1% | -9.7% |
| 3M | -4.3% | +0.7% | -4.9% | -4.5% |
| 6M | -18.8% | -7.6% | -11.2% | -18.1% |
| YTD | -27.5% | +1.8% | -29.3% | -27.8% |
| 1Y | -33.6% | -0.8% | -32.9% | -33.8% |
| 3Y | -20.4% | +56.9% | -77.3% | -26.1% |
| 5Y | -19.6% | +39.5% | -59.1% | -24.3% |
| All | +207.9% | +70.8% | +137.1% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling