-16.4%
PDD vs SHAK
+1.3%
-17.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.7% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -13.1% | -5.2% | -7.8% | -12.7% |
| 3M | -3.5% | +27.3% | -30.7% | -5.6% |
| 6M | -21.8% | -27.9% | +6.1% | -20.2% |
| YTD | -29.7% | -17.0% | -12.7% | -29.1% |
| 1Y | -36.2% | -30.9% | -5.3% | -34.9% |
| 3Y | -16.4% | +3.4% | -19.7% | -20.2% |
| All | -16.4% | +1.3% | -17.6% | -20.2% |
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