+201.5%
PDD vs SPXU
-98.7%
+300.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.0% | +4.0% | -5.4% |
| 7D | -1.4% | -1.5% | 0.0% | -1.8% |
| 30D | -1.0% | +9.7% | -10.7% | +2.3% |
| 3M | -12.3% | +8.4% | -20.7% | -9.5% |
| 6M | -18.5% | -5.7% | -12.8% | -19.4% |
| YTD | -29.0% | -25.4% | -3.6% | -34.2% |
| 1Y | -40.7% | -28.9% | -11.8% | -45.6% |
| 3Y | -25.7% | -81.2% | +55.5% | -53.2% |
| 5Y | -3.3% | -83.3% | +80.0% | -29.6% |
| All | +201.5% | -98.7% | +300.2% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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