-8.2%
PDD vs RF
+45.3%
-53.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -2.4% | +6.2% | -8.6% | -4.5% |
| 3M | -14.6% | -7.8% | -6.8% | -12.4% |
| 6M | -19.6% | +5.9% | -25.5% | -21.7% |
| YTD | -30.0% | +9.0% | -39.0% | -32.7% |
| 1Y | -42.5% | +19.3% | -61.8% | -46.6% |
| 3Y | -27.2% | +116.4% | -143.6% | -50.5% |
| 5Y | -8.2% | +46.0% | -54.3% | -17.4% |
| All | -8.2% | +45.3% | -53.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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