+207.9%
PDD vs QSR
+64.5%
+143.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +2.4% | -6.5% | -4.9% |
| 30D | -9.6% | +7.6% | -17.2% | -12.0% |
| 3M | -4.3% | +12.6% | -16.9% | -8.4% |
| 6M | -18.8% | +14.4% | -33.1% | -23.2% |
| YTD | -27.5% | +19.6% | -47.1% | -32.8% |
| 1Y | -33.6% | +33.9% | -67.5% | -41.1% |
| 3Y | -20.4% | +27.1% | -47.5% | -29.0% |
| 5Y | -19.6% | +48.5% | -68.1% | -32.9% |
| All | +207.9% | +64.5% | +143.4% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling