-14.9%
PDD vs QSR
+60.1%
-75.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.2% |
| 7D | -3.8% | -2.2% | -1.6% | -2.7% |
| 30D | -2.4% | +7.8% | -10.2% | -6.3% |
| 3M | -12.7% | +5.5% | -18.2% | -15.6% |
| 6M | -20.0% | -0.2% | -19.8% | -20.5% |
| YTD | -30.3% | +15.4% | -45.7% | -37.7% |
| 1Y | -42.4% | +15.3% | -57.7% | -48.5% |
| 3Y | -27.5% | +23.7% | -51.3% | -41.9% |
| 5Y | -14.9% | +60.4% | -75.3% | -53.5% |
| All | -14.9% | +60.1% | -75.0% | -53.5% |
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