-23.8%
PDD vs QSR
+46.1%
-69.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -1.7% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -13.1% | +5.9% | -19.0% | -16.0% |
| 3M | -3.5% | +10.5% | -13.9% | -9.2% |
| 6M | -21.8% | +7.7% | -29.5% | -26.3% |
| YTD | -29.7% | +16.8% | -46.5% | -37.3% |
| 1Y | -36.2% | +30.9% | -67.1% | -47.6% |
| 3Y | -16.4% | +28.2% | -44.5% | -34.8% |
| 5Y | -23.8% | +45.0% | -68.8% | -52.5% |
| All | -23.8% | +46.1% | -69.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling