-35.3%
PDD vs S
-56.8%
+21.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.1% | -7.7% | +3.6% | -1.9% |
| 30D | -9.6% | -5.3% | -4.3% | -9.1% |
| 3M | -4.3% | +20.3% | -24.5% | -11.0% |
| 6M | -18.8% | +47.4% | -66.1% | -30.0% |
| YTD | -27.5% | +32.5% | -60.0% | -35.8% |
| 1Y | -33.6% | +9.5% | -43.2% | -38.2% |
| 3Y | -20.4% | +15.5% | -35.9% | -36.3% |
| 5Y | -19.6% | -71.2% | +51.6% | -5.1% |
| All | -35.3% | -56.8% | +21.5% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling