-18.4%
PDD vs SPY
+74.0%
-92.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -7.6% | +3.3% | -10.9% | -11.2% |
| 30D | -5.4% | -2.7% | -2.7% | -2.9% |
| 3M | -12.9% | -1.7% | -11.2% | -11.8% |
| 6M | -19.0% | +3.1% | -22.1% | -23.0% |
| YTD | -31.6% | +11.9% | -43.5% | -41.2% |
| 1Y | -43.0% | +12.0% | -55.0% | -51.0% |
| 3Y | -28.9% | +78.2% | -107.1% | -69.4% |
| 5Y | -18.4% | +73.2% | -91.6% | -59.0% |
| All | -18.4% | +74.0% | -92.4% | -59.0% |
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