-23.7%
PDD vs UL
+23.5%
-47.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | -1.3% | -2.7% | -3.7% |
| 30D | -9.6% | +0.5% | -10.1% | -9.8% |
| 3M | -4.3% | +17.6% | -21.9% | -9.7% |
| 6M | -18.8% | -5.4% | -13.4% | -17.5% |
| YTD | -27.5% | +0.7% | -28.2% | -28.1% |
| 1Y | -33.6% | -9.3% | -24.4% | -31.7% |
| 3Y | -20.4% | +24.5% | -44.9% | -31.0% |
| All | -23.7% | +23.5% | -47.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling