+198.7%
PDD vs UL
+33.1%
+165.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | -13.1% | +0.9% | -14.0% | -13.4% |
| 3M | -3.5% | +14.2% | -17.7% | -8.7% |
| 6M | -21.8% | -3.2% | -18.6% | -21.2% |
| YTD | -29.7% | -0.3% | -29.3% | -30.2% |
| 1Y | -36.2% | -8.8% | -27.4% | -34.6% |
| 3Y | -16.4% | +23.9% | -40.2% | -27.0% |
| 5Y | -23.8% | +21.4% | -45.2% | -34.6% |
| All | +198.7% | +33.1% | +165.5% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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