-39.3%
PDD vs URI
+26.0%
-65.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.1% |
| 7D | +5.6% | -9.8% | +15.4% | +5.7% |
| 30D | +5.8% | +1.7% | +4.0% | +5.6% |
| 3M | -8.6% | -9.1% | +0.4% | -8.6% |
| 6M | -18.8% | +9.9% | -28.7% | -19.5% |
| YTD | -26.8% | +31.2% | -58.0% | -31.2% |
| 1Y | -39.3% | +25.9% | -65.2% | -41.9% |
| All | -39.3% | +26.0% | -65.3% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling