-43.0%
PDD vs S
+29.4%
-72.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -1.6% |
| 7D | -7.6% | +4.1% | -11.7% | -7.8% |
| 30D | -5.4% | -7.2% | +1.8% | -5.2% |
| 3M | -12.9% | 0.0% | -12.9% | -13.6% |
| 6M | -19.0% | +41.6% | -60.6% | -23.3% |
| YTD | -31.6% | +48.6% | -80.2% | -36.1% |
| 1Y | -43.0% | +30.0% | -73.1% | -46.9% |
| All | -43.0% | +29.4% | -72.5% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling