-24.6%
PDD vs SHAK
-25.9%
+1.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | +0.4% |
| 7D | -4.4% | -7.2% | +2.8% | -2.4% |
| 30D | -15.5% | -11.8% | -3.7% | -12.6% |
| 3M | -4.1% | +17.2% | -21.2% | -9.2% |
| 6M | -23.4% | -34.1% | +10.7% | -16.4% |
| YTD | -30.7% | -22.4% | -8.3% | -28.7% |
| 1Y | -37.6% | -35.9% | -1.7% | -32.3% |
| 3Y | -17.5% | -3.4% | -14.2% | -36.3% |
| 5Y | -24.6% | -25.4% | +0.8% | -40.6% |
| All | -24.6% | -25.9% | +1.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling