-27.7%
PDD vs QS
-32.2%
+4.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.0% | +2.2% |
| 7D | -4.9% | -14.0% | +9.1% | -4.0% |
| 30D | -3.0% | -6.4% | +3.3% | -2.8% |
| 3M | -6.2% | -40.3% | +34.1% | -3.0% |
| 6M | -20.7% | -57.5% | +36.8% | -16.5% |
| YTD | -30.4% | -64.7% | +34.3% | -26.1% |
| 1Y | -41.3% | -72.9% | +31.6% | -36.7% |
| 3Y | -27.7% | -33.5% | +5.8% | -32.0% |
| All | -27.7% | -32.2% | +4.5% | -32.0% |
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