-3.3%
PDD vs UMC
+71.9%
-75.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.6% | -5.6% |
| 7D | -1.4% | -9.2% | +7.7% | +0.8% |
| 30D | -1.0% | -35.1% | +34.1% | +13.6% |
| 3M | -12.3% | -20.5% | +8.2% | -8.3% |
| 6M | -18.5% | -1.7% | -16.8% | -29.5% |
| YTD | -29.0% | +92.8% | -121.8% | -60.4% |
| 1Y | -40.7% | +104.5% | -145.2% | -68.3% |
| 3Y | -25.7% | +129.8% | -155.5% | -66.3% |
| 5Y | -3.3% | +74.0% | -77.3% | -44.9% |
| All | -3.3% | +71.9% | -75.1% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling