-23.8%
PDD vs UMC
+139.4%
-163.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.0% | -4.9% |
| 7D | -4.1% | +6.6% | -10.7% | -6.6% |
| 30D | -13.1% | +16.6% | -29.6% | -18.4% |
| 3M | -3.5% | +11.0% | -14.5% | -12.9% |
| 6M | -21.8% | +131.3% | -153.1% | -53.6% |
| YTD | -29.7% | +182.5% | -212.2% | -64.6% |
| 1Y | -36.2% | +222.3% | -258.5% | -70.8% |
| 3Y | -16.4% | +253.0% | -269.4% | -67.0% |
| 5Y | -23.8% | +141.8% | -165.7% | -59.8% |
| All | -23.8% | +139.4% | -163.3% | -59.8% |
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 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