-11.9%
PDD vs QS
-47.0%
+35.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -0.5% |
| 7D | -4.4% | -4.2% | -0.2% | -3.9% |
| 30D | -15.5% | -15.7% | +0.2% | -13.6% |
| 3M | -4.1% | -28.7% | +24.6% | -0.4% |
| 6M | -23.4% | -23.2% | -0.2% | -21.9% |
| YTD | -30.7% | -49.9% | +19.2% | -25.4% |
| 1Y | -37.6% | -38.8% | +1.2% | -36.4% |
| 3Y | -17.5% | -24.0% | +6.5% | -26.8% |
| 5Y | -24.6% | -75.6% | +51.0% | -25.8% |
| All | -11.9% | -47.0% | +35.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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