+195.8%
PDD vs QSR
+56.1%
+139.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | -2.9% | -2.0% | -3.9% |
| 30D | -3.0% | +4.1% | -7.2% | -4.4% |
| 3M | -6.2% | -0.7% | -5.5% | -6.1% |
| 6M | -20.7% | +0.4% | -21.2% | -21.2% |
| YTD | -30.4% | +13.5% | -43.9% | -34.3% |
| 1Y | -41.3% | +11.0% | -52.3% | -44.1% |
| 3Y | -27.7% | +22.0% | -49.7% | -34.5% |
| 5Y | -16.9% | +57.1% | -73.9% | -31.1% |
| All | +195.8% | +56.1% | +139.7% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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