-39.6%
PDD vs UMAC
+549.5%
-589.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.3% | -12.3% | -3.0% |
| 7D | -4.1% | +14.7% | -18.8% | -4.2% |
| 30D | -13.1% | -0.5% | -12.6% | -13.1% |
| 3M | -3.5% | +0.5% | -4.0% | -3.6% |
| 6M | -21.8% | +57.9% | -79.7% | -22.2% |
| YTD | -29.7% | +103.9% | -133.6% | -30.2% |
| 1Y | -36.2% | +159.3% | -195.5% | -36.8% |
| All | -39.6% | +549.5% | -589.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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