-14.9%
PDD vs PSX
+140.2%
-155.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.1% | +4.5% | -8.6% | -5.0% |
| 30D | -9.6% | +26.6% | -36.2% | -14.6% |
| 3M | -4.3% | +39.3% | -43.5% | -11.9% |
| 6M | -18.8% | +56.8% | -75.6% | -28.2% |
| YTD | -27.5% | +101.8% | -129.3% | -41.3% |
| 1Y | -33.6% | +99.6% | -133.2% | -46.2% |
| All | -14.9% | +140.2% | -155.1% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling