+207.9%
PDD vs SHAK
+6.2%
+201.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | -9.6% | -6.6% | -3.0% | -8.3% |
| 3M | -4.3% | +30.1% | -34.3% | -10.3% |
| 6M | -18.8% | -28.7% | +10.0% | -14.5% |
| YTD | -27.5% | -14.5% | -13.0% | -27.2% |
| 1Y | -33.6% | -31.9% | -1.8% | -30.1% |
| 3Y | -20.4% | -1.0% | -19.5% | -29.7% |
| 5Y | -19.6% | -18.7% | -0.9% | -29.5% |
| All | +207.9% | +6.2% | +201.7% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling