-37.6%
PDD vs UMC
+235.1%
-272.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | -4.4% | +13.6% | -18.0% | -4.8% |
| 30D | -15.5% | +20.8% | -36.2% | -16.0% |
| 3M | -4.1% | +16.1% | -20.2% | -5.9% |
| 6M | -23.4% | +137.3% | -160.7% | -31.2% |
| YTD | -30.7% | +193.8% | -224.4% | -39.3% |
| 1Y | -37.6% | +236.1% | -273.7% | -45.3% |
| All | -37.6% | +235.1% | -272.8% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling