-37.6%
PDD vs QSR
+28.0%
-65.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -4.6% | -4.7% | +0.1% | -4.5% |
| 30D | -14.0% | +4.3% | -18.3% | -14.1% |
| 3M | -4.9% | +5.4% | -10.3% | -4.9% |
| 6M | -25.8% | +8.2% | -33.9% | -27.2% |
| YTD | -31.4% | +14.1% | -45.5% | -33.4% |
| 1Y | -37.6% | +28.1% | -65.7% | -40.4% |
| All | -37.6% | +28.0% | -65.6% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling