+194.4%
PDD vs UMC
+1,081.1%
-886.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -2.9% |
| 7D | -4.4% | +13.6% | -18.0% | -8.9% |
| 30D | -15.5% | +20.8% | -36.2% | -21.4% |
| 3M | -4.1% | +16.1% | -20.2% | -13.6% |
| 6M | -23.4% | +137.3% | -160.7% | -50.5% |
| YTD | -30.7% | +193.8% | -224.4% | -60.5% |
| 1Y | -37.6% | +236.1% | -273.7% | -66.8% |
| 3Y | -17.5% | +267.1% | -284.7% | -59.4% |
| 5Y | -24.6% | +145.3% | -169.9% | -56.4% |
| All | +194.4% | +1,081.1% | -886.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling