-27.7%
PDD vs SHAK
+36.4%
-64.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.6% |
| 7D | -4.9% | +4.3% | -9.2% | -5.2% |
| 30D | -3.0% | +9.0% | -12.1% | -3.8% |
| 3M | -6.2% | +1.8% | -8.0% | -6.5% |
| 6M | -20.7% | +17.3% | -38.0% | -22.1% |
| YTD | -30.4% | -7.6% | -22.7% | -30.6% |
| 1Y | -41.3% | -16.9% | -24.4% | -41.0% |
| 3Y | -27.7% | +35.1% | -62.8% | -28.6% |
| All | -27.7% | +36.4% | -64.1% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling