+207.7%
PDD vs PR
+47.5%
+160.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +3.0% |
| 7D | +6.0% | -12.1% | +18.1% | +7.0% |
| 30D | +5.5% | +0.9% | +4.6% | +5.3% |
| 3M | -9.8% | +10.1% | -19.9% | -10.6% |
| 6M | -16.0% | +1.1% | -17.1% | -16.4% |
| YTD | -27.6% | +63.7% | -91.2% | -30.7% |
| 1Y | -38.6% | +87.0% | -125.6% | -42.0% |
| 3Y | -22.8% | +70.7% | -93.6% | -27.1% |
| 5Y | -5.2% | +246.8% | -252.0% | -15.7% |
| All | +207.7% | +47.5% | +160.2% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling