-0.3%
PDD vs UL
+31.0%
-31.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | +5.6% | +1.1% | +4.5% | +5.3% |
| 30D | +5.8% | +8.2% | -2.5% | +3.1% |
| 3M | -8.6% | +4.5% | -13.2% | -10.0% |
| 6M | -18.8% | +12.6% | -31.4% | -22.3% |
| YTD | -26.8% | +3.5% | -30.3% | -28.1% |
| 1Y | -39.3% | -0.4% | -38.8% | -39.6% |
| 3Y | -22.5% | +36.0% | -58.5% | -35.8% |
| All | -0.3% | +31.0% | -31.2% | -23.8% |
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