+198.7%
PDD vs UEC
+672.1%
-473.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.5% |
| 7D | -4.1% | +2.6% | -6.7% | -4.6% |
| 30D | -13.1% | +5.6% | -18.7% | -14.3% |
| 3M | -3.5% | -5.7% | +2.2% | -3.8% |
| 6M | -21.8% | -8.0% | -13.7% | -22.6% |
| YTD | -29.7% | +1.8% | -31.5% | -32.5% |
| 1Y | -36.2% | +0.6% | -36.8% | -40.0% |
| 3Y | -16.4% | +155.2% | -171.5% | -39.4% |
| 5Y | -23.8% | +305.8% | -329.6% | -53.0% |
| All | +198.7% | +672.1% | -473.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling