-34.6%
PDD vs S
-52.7%
+18.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | +5.6% | -13.4% | +19.1% | +9.6% |
| 30D | +5.8% | -14.0% | +19.8% | +9.5% |
| 3M | -8.6% | +4.9% | -13.5% | -12.2% |
| 6M | -18.8% | +42.0% | -60.9% | -29.6% |
| YTD | -26.8% | +45.1% | -71.9% | -37.8% |
| 1Y | -39.3% | +33.1% | -72.3% | -47.4% |
| 3Y | -22.5% | +40.6% | -63.1% | -42.7% |
| 5Y | -0.8% | -67.5% | +66.7% | +12.5% |
| All | -34.6% | -52.7% | +18.0% | -30.4% |
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