+195.9%
PDD vs UMC
+737.0%
-541.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.9% | -7.4% | -2.8% |
| 7D | -3.8% | +0.1% | -3.9% | -4.9% |
| 30D | -2.4% | -28.7% | +26.3% | +8.0% |
| 3M | -12.7% | -15.1% | +2.4% | -10.6% |
| 6M | -20.0% | +5.0% | -25.0% | -29.6% |
| YTD | -30.3% | +108.2% | -138.5% | -56.4% |
| 1Y | -42.4% | +121.7% | -164.1% | -65.0% |
| 3Y | -27.5% | +139.8% | -167.3% | -59.2% |
| 5Y | -14.9% | +85.1% | -100.0% | -47.0% |
| All | +195.9% | +737.0% | -541.1% | +21.7% |
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