-21.5%
PDD vs QS
-75.1%
+53.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -4.1% | -2.3% | -1.7% | -3.7% |
| 30D | -9.6% | -0.7% | -8.9% | -9.7% |
| 3M | -4.3% | -39.6% | +35.4% | +3.5% |
| 6M | -18.8% | -21.7% | +3.0% | -17.0% |
| YTD | -27.5% | -47.4% | +19.9% | -20.8% |
| 1Y | -33.6% | -28.4% | -5.3% | -34.8% |
| 3Y | -20.4% | -22.6% | +2.2% | -35.8% |
| All | -21.5% | -75.1% | +53.6% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling