-39.7%
PDD vs Q
+66.4%
-106.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.4% | -1.5% |
| 7D | +5.6% | +0.3% | +5.3% | +5.6% |
| 30D | +5.8% | -9.8% | +15.6% | +6.5% |
| 3M | -8.6% | -12.2% | +3.6% | -8.0% |
| 6M | -18.8% | -21.6% | +2.8% | -18.5% |
| YTD | -26.8% | +43.6% | -70.3% | -37.1% |
| 1Y | -39.3% | +25.7% | -65.0% | -46.4% |
| All | -39.7% | +66.4% | -106.1% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling