-25.7%
PDD vs QS
-20.8%
-4.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.8% | -9.8% | -3.5% |
| 7D | -1.4% | +13.7% | -15.1% | -2.4% |
| 30D | -1.0% | -0.2% | -0.8% | -1.2% |
| 3M | -12.3% | -24.8% | +12.6% | -10.7% |
| 6M | -18.5% | -39.4% | +20.9% | -16.3% |
| YTD | -29.0% | -56.1% | +27.1% | -25.8% |
| 1Y | -40.7% | -72.5% | +31.8% | -36.3% |
| 3Y | -25.7% | -16.3% | -9.4% | -32.4% |
| All | -25.7% | -20.8% | -4.9% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling