+198.7%
PDD vs PSX
+217.0%
-18.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -4.1% | +2.8% | -6.9% | -4.7% |
| 30D | -13.1% | +27.8% | -40.8% | -17.8% |
| 3M | -3.5% | +42.0% | -45.5% | -11.0% |
| 6M | -21.8% | +58.1% | -79.9% | -30.0% |
| YTD | -29.7% | +105.0% | -134.7% | -41.0% |
| 1Y | -36.2% | +104.9% | -141.1% | -46.5% |
| 3Y | -16.4% | +134.1% | -150.4% | -32.8% |
| 5Y | -23.8% | +363.8% | -387.7% | -46.4% |
| All | +198.7% | +217.0% | -18.3% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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