-41.3%
PDD vs UMC
+117.0%
-158.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +1.8% |
| 7D | -4.9% | +11.2% | -16.1% | -4.7% |
| 30D | -3.0% | -28.0% | +25.0% | -2.9% |
| 3M | -6.2% | -20.5% | +14.4% | -6.5% |
| 6M | -20.7% | -1.6% | -19.1% | -24.1% |
| YTD | -30.4% | +99.4% | -129.7% | -37.4% |
| 1Y | -41.3% | +120.4% | -161.7% | -49.8% |
| All | -41.3% | +117.0% | -158.3% | -49.8% |
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