+207.9%
PDD vs SU
+123.8%
+84.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.1% | +3.6% | -7.6% | -4.8% |
| 30D | -9.6% | +7.9% | -17.5% | -11.2% |
| 3M | -4.3% | +3.5% | -7.8% | -5.3% |
| 6M | -18.8% | +19.0% | -37.7% | -22.5% |
| YTD | -27.5% | +55.0% | -82.5% | -35.0% |
| 1Y | -33.6% | +71.2% | -104.8% | -42.0% |
| 3Y | -20.4% | +117.4% | -137.8% | -34.9% |
| 5Y | -19.6% | +335.2% | -354.7% | -41.9% |
| All | +207.9% | +123.8% | +84.1% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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