+195.8%
PDD vs URI
+700.3%
-504.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.2% |
| 7D | -4.9% | +6.7% | -11.6% | -6.8% |
| 30D | -3.0% | +8.9% | -11.9% | -5.9% |
| 3M | -6.2% | +0.5% | -6.7% | -7.0% |
| 6M | -20.7% | +20.7% | -41.4% | -26.4% |
| YTD | -30.4% | +40.0% | -70.4% | -39.6% |
| 1Y | -41.3% | +34.4% | -75.7% | -48.4% |
| 3Y | -27.7% | +149.5% | -177.2% | -51.1% |
| 5Y | -16.9% | +205.6% | -222.4% | -49.2% |
| All | +195.8% | +700.3% | -504.5% | +41.7% |
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