-27.7%
PDD vs UL
+36.1%
-63.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -4.9% | +1.1% | -6.0% | -5.0% |
| 30D | -3.0% | +4.5% | -7.6% | -3.3% |
| 3M | -6.2% | +6.5% | -12.7% | -6.5% |
| 6M | -20.7% | +18.2% | -38.9% | -21.4% |
| YTD | -30.4% | +4.7% | -35.0% | -30.7% |
| 1Y | -41.3% | +0.8% | -42.0% | -41.5% |
| 3Y | -27.7% | +35.9% | -63.6% | -25.6% |
| All | -27.7% | +36.1% | -63.8% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling