+197.4%
PDD vs URI
+684.9%
-487.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | -1.0% | -6.0% | +5.0% | +0.5% |
| 30D | -2.4% | +4.6% | -7.0% | -4.1% |
| 3M | -14.6% | -2.7% | -11.9% | -14.6% |
| 6M | -19.6% | +18.4% | -38.0% | -25.0% |
| YTD | -30.0% | +37.4% | -67.3% | -38.9% |
| 1Y | -42.5% | +30.4% | -72.9% | -49.0% |
| 3Y | -27.2% | +147.9% | -175.1% | -50.7% |
| 5Y | -8.2% | +202.1% | -210.3% | -43.7% |
| All | +197.4% | +684.9% | -487.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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