-23.7%
PDD vs SPY
+82.0%
-105.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -9.6% | +0.1% | -9.7% | -9.8% |
| 3M | -4.3% | +2.0% | -6.3% | -7.0% |
| 6M | -18.8% | +13.0% | -31.8% | -30.6% |
| YTD | -27.5% | +13.5% | -41.0% | -38.3% |
| 1Y | -33.6% | +20.0% | -53.6% | -47.2% |
| 3Y | -20.4% | +77.2% | -97.6% | -64.8% |
| All | -23.7% | +82.0% | -105.7% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling