-18.7%
PDD vs S
+16.9%
-35.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -4.1% | -7.7% | +3.6% | -3.4% |
| 30D | -9.6% | -5.3% | -4.3% | -9.5% |
| 3M | -4.3% | +20.3% | -24.5% | -6.6% |
| 6M | -18.8% | +47.4% | -66.1% | -22.5% |
| YTD | -27.5% | +32.5% | -60.0% | -30.2% |
| 1Y | -33.6% | +9.5% | -43.2% | -35.2% |
| All | -18.7% | +16.9% | -35.6% | -27.9% |
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