+190.4%
PDD vs SHAK
+11.2%
+179.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -1.2% |
| 7D | -7.6% | +4.1% | -11.7% | -8.6% |
| 30D | -5.4% | +2.3% | -7.7% | -6.1% |
| 3M | -12.9% | -0.2% | -12.7% | -13.4% |
| 6M | -19.0% | +10.1% | -29.1% | -21.9% |
| YTD | -31.6% | -10.5% | -21.2% | -32.4% |
| 1Y | -43.0% | -22.4% | -20.6% | -41.8% |
| 3Y | -28.9% | +32.1% | -61.0% | -42.2% |
| 5Y | -18.4% | -14.0% | -4.4% | -29.4% |
| All | +190.4% | +11.2% | +179.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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