+214.4%
PDD vs PR
+40.3%
+174.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.6% |
| 7D | +5.9% | -16.5% | +22.4% | +7.3% |
| 30D | +7.1% | -4.5% | +11.6% | +7.3% |
| 3M | -7.7% | +8.5% | -16.2% | -8.5% |
| 6M | -13.2% | -3.3% | -9.9% | -13.4% |
| YTD | -26.0% | +55.7% | -81.7% | -29.0% |
| 1Y | -38.4% | +82.0% | -120.5% | -41.7% |
| 3Y | -21.1% | +62.5% | -83.6% | -25.3% |
| 5Y | +0.3% | +223.9% | -223.6% | -10.4% |
| All | +214.4% | +40.3% | +174.1% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling