+191.5%
PDD vs SHAK
-5.6%
+197.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -4.6% | -11.0% | +6.3% | -2.2% |
| 30D | -14.0% | -14.0% | 0.0% | -11.2% |
| 3M | -4.9% | +13.3% | -18.1% | -8.1% |
| 6M | -25.8% | -35.3% | +9.6% | -20.2% |
| YTD | -31.4% | -24.0% | -7.4% | -29.3% |
| 1Y | -37.6% | -36.7% | -0.9% | -33.2% |
| 3Y | -18.4% | -5.4% | -13.0% | -27.6% |
| 5Y | -25.0% | -24.9% | -0.1% | -32.9% |
| All | +191.5% | -5.6% | +197.1% | +115.4% |
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