-18.4%
PDD vs URA
+28.3%
-46.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.5% |
| 7D | -7.6% | +4.5% | -12.1% | -9.3% |
| 30D | -5.4% | -13.4% | +8.0% | -0.9% |
| 3M | -12.9% | -28.4% | +15.5% | -2.8% |
| 6M | -19.0% | -40.5% | +21.4% | -3.9% |
| YTD | -31.6% | -24.3% | -7.4% | -28.4% |
| 1Y | -43.0% | -28.8% | -14.2% | -39.0% |
| 3Y | -28.9% | +37.6% | -66.5% | -51.3% |
| 5Y | -18.4% | +30.7% | -49.1% | -41.0% |
| All | -18.4% | +28.3% | -46.7% | -41.0% |
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 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