-21.6%
PDD vs S
+32.3%
-53.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.8% | +11.0% | +2.8% |
| 7D | +5.9% | -16.7% | +22.6% | +7.1% |
| 30D | +7.1% | -17.0% | +24.1% | +8.3% |
| 3M | -7.7% | +2.0% | -9.7% | -8.5% |
| 6M | -13.2% | +35.1% | -48.3% | -16.3% |
| YTD | -26.0% | +42.8% | -68.8% | -29.1% |
| 1Y | -38.4% | +27.7% | -66.2% | -40.6% |
| All | -21.6% | +32.3% | -53.9% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling