+194.4%
PDD vs QSR
+58.0%
+136.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -4.4% | -2.4% | -2.1% | -3.6% |
| 30D | -15.5% | +5.7% | -21.2% | -17.2% |
| 3M | -4.1% | +6.9% | -11.0% | -6.6% |
| 6M | -23.4% | +6.9% | -30.3% | -25.9% |
| YTD | -30.7% | +14.9% | -45.6% | -34.8% |
| 1Y | -37.6% | +29.1% | -66.7% | -44.0% |
| 3Y | -17.5% | +26.1% | -43.7% | -26.3% |
| 5Y | -24.6% | +42.3% | -66.9% | -36.2% |
| All | +194.4% | +58.0% | +136.4% | +106.3% |
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