-13.6%
PDD vs URA
+25.6%
-39.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | -4.9% | -1.5% | -3.3% | -4.6% |
| 30D | -3.0% | -10.4% | +7.4% | +0.3% |
| 3M | -6.2% | -29.6% | +23.5% | +5.3% |
| 6M | -20.7% | -40.3% | +19.6% | -6.1% |
| YTD | -30.4% | -25.5% | -4.9% | -26.6% |
| 1Y | -41.3% | -26.4% | -14.9% | -38.1% |
| 3Y | -27.7% | +31.4% | -59.1% | -49.1% |
| All | -13.6% | +25.6% | -39.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling