-37.8%
PDD vs S
-51.7%
+13.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -4.9% | +2.0% | -6.9% | -5.6% |
| 30D | -3.0% | -2.7% | -0.3% | -3.2% |
| 3M | -6.2% | -6.9% | +0.7% | -6.5% |
| 6M | -20.7% | +38.1% | -58.8% | -30.6% |
| YTD | -30.4% | +48.0% | -78.4% | -41.3% |
| 1Y | -41.3% | +34.5% | -75.7% | -49.3% |
| 3Y | -27.7% | +38.3% | -66.0% | -46.2% |
| 5Y | -16.9% | -70.9% | +54.0% | -4.2% |
| All | -37.8% | -51.7% | +13.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling