+207.9%
PDD vs PSX
+212.0%
-4.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.3% |
| 3M | -4.3% | +39.3% | -43.5% | -11.3% |
| 6M | -18.8% | +56.8% | -75.6% | -27.2% |
| YTD | -27.5% | +101.8% | -129.3% | -38.9% |
| 1Y | -33.6% | +99.6% | -133.2% | -44.0% |
| 3Y | -20.4% | +140.3% | -160.8% | -36.5% |
| 5Y | -19.6% | +339.3% | -358.9% | -42.9% |
| All | +207.9% | +212.0% | -4.1% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling