-24.6%
PDD vs ULTA
+44.0%
-68.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | -15.5% | -1.2% | -14.2% | -15.3% |
| 3M | -4.1% | +13.4% | -17.4% | -8.6% |
| 6M | -23.4% | -15.6% | -7.8% | -19.8% |
| YTD | -30.7% | -10.4% | -20.2% | -29.1% |
| 1Y | -37.6% | +5.5% | -43.1% | -40.4% |
| 3Y | -17.5% | +31.0% | -48.5% | -32.8% |
| 5Y | -24.6% | +41.8% | -66.4% | -48.5% |
| All | -24.6% | +44.0% | -68.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ULTA 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling