+197.4%
PDD vs URA
+227.7%
-30.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.4% |
| 30D | -2.4% | -14.8% | +12.4% | +3.6% |
| 3M | -14.6% | -25.3% | +10.7% | -5.1% |
| 6M | -19.6% | -39.9% | +20.3% | -3.2% |
| YTD | -30.0% | -22.4% | -7.6% | -26.8% |
| 1Y | -42.5% | -29.0% | -13.5% | -37.8% |
| 3Y | -27.2% | +41.0% | -68.2% | -49.8% |
| 5Y | -8.2% | +38.3% | -46.5% | -38.5% |
| All | +197.4% | +227.7% | -30.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling