-18.7%
PDD vs URA
+114.7%
-133.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -4.1% | +1.1% | -5.1% | -4.3% |
| 30D | -9.6% | +7.4% | -17.0% | -11.1% |
| 3M | -4.3% | -8.4% | +4.1% | -3.0% |
| 6M | -18.8% | -12.7% | -6.0% | -17.1% |
| YTD | -27.5% | +7.8% | -35.3% | -29.5% |
| 1Y | -33.6% | +19.5% | -53.1% | -37.6% |
| All | -18.7% | +114.7% | -133.4% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling