-22.5%
PDD vs SPY
+75.1%
-97.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +5.6% | -2.7% | +8.3% | +7.4% |
| 30D | +5.8% | -5.4% | +11.2% | +9.8% |
| 3M | -8.6% | -4.1% | -4.5% | -6.2% |
| 6M | -18.8% | +0.7% | -19.6% | -20.0% |
| YTD | -26.8% | +8.7% | -35.4% | -31.9% |
| 1Y | -39.3% | +10.9% | -50.2% | -44.3% |
| 3Y | -22.5% | +75.0% | -97.5% | -48.5% |
| All | -22.5% | +75.1% | -97.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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