-42.7%
PDD vs Q
+68.3%
-111.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.0% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | -3.0% | -2.7% | -0.4% | -3.0% |
| 3M | -6.2% | -16.9% | +10.8% | -4.9% |
| 6M | -20.7% | -26.9% | +6.1% | -18.8% |
| YTD | -30.4% | +45.2% | -75.6% | -40.2% |
| 1Y | -41.3% | +38.1% | -79.4% | -49.2% |
| All | -42.7% | +68.3% | -111.0% | -49.3% |
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