+207.9%
PDD vs UMC
+981.2%
-773.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | -0.9% |
| 7D | -4.1% | +5.0% | -9.0% | -5.8% |
| 30D | -9.6% | +7.7% | -17.3% | -12.3% |
| 3M | -4.3% | +1.7% | -5.9% | -9.4% |
| 6M | -18.8% | +113.9% | -132.7% | -45.4% |
| YTD | -27.5% | +168.9% | -196.4% | -57.3% |
| 1Y | -33.6% | +207.2% | -240.8% | -63.5% |
| 3Y | -20.4% | +227.7% | -248.1% | -59.0% |
| 5Y | -19.6% | +118.0% | -137.6% | -51.5% |
| All | +207.9% | +981.2% | -773.3% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling