-19.3%
PDD vs QSR
+25.9%
-45.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -4.4% | -2.4% | -2.1% | -3.9% |
| 30D | -15.5% | +5.7% | -21.2% | -16.6% |
| 3M | -4.1% | +6.9% | -11.0% | -5.7% |
| 6M | -23.4% | +6.9% | -30.3% | -25.3% |
| YTD | -30.7% | +14.9% | -45.6% | -34.0% |
| 1Y | -37.6% | +29.1% | -66.7% | -43.1% |
| All | -19.3% | +25.9% | -45.2% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling