-3.3%
PDD vs QS
-88.0%
+84.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.8% | -9.8% | -4.3% |
| 7D | -1.4% | +13.7% | -15.1% | -4.0% |
| 30D | -1.0% | -0.2% | -0.8% | -1.5% |
| 3M | -12.3% | -24.8% | +12.6% | -8.2% |
| 6M | -18.5% | -39.4% | +20.9% | -12.8% |
| YTD | -29.0% | -56.1% | +27.1% | -20.0% |
| 1Y | -40.7% | -72.5% | +31.8% | -27.1% |
| 3Y | -25.7% | -16.3% | -9.4% | -44.5% |
| 5Y | -3.3% | -87.6% | +84.3% | +49.7% |
| All | -3.3% | -88.0% | +84.7% | +49.7% |
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 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