+211.0%
PDD vs UL
+38.3%
+172.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | +5.6% | +1.1% | +4.5% | +5.2% |
| 30D | +5.8% | +8.2% | -2.5% | +2.6% |
| 3M | -8.6% | +4.5% | -13.2% | -10.2% |
| 6M | -18.8% | +12.6% | -31.4% | -22.9% |
| YTD | -26.8% | +3.5% | -30.3% | -28.4% |
| 1Y | -39.3% | -0.4% | -38.8% | -39.8% |
| 3Y | -22.5% | +36.0% | -58.5% | -35.1% |
| 5Y | -0.8% | +30.9% | -31.7% | -17.4% |
| All | +211.0% | +38.3% | +172.7% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling