+214.4%
PDD vs URA
+206.3%
+8.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.5% | +4.4% |
| 7D | +5.9% | -13.3% | +19.2% | +12.0% |
| 30D | +7.1% | -25.9% | +33.0% | +20.5% |
| 3M | -7.7% | -27.8% | +20.1% | +4.1% |
| 6M | -13.2% | -42.8% | +29.6% | +6.8% |
| YTD | -26.0% | -27.5% | +1.5% | -20.3% |
| 1Y | -38.4% | -35.1% | -3.3% | -30.7% |
| 3Y | -21.1% | +31.1% | -52.2% | -43.9% |
| 5Y | +0.3% | +29.8% | -29.4% | -31.2% |
| All | +214.4% | +206.3% | +8.1% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling