+0.3%
PDD vs URI
+178.2%
-177.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.1% | +9.3% | +4.2% |
| 7D | +5.9% | -12.9% | +18.8% | +9.9% |
| 30D | +7.1% | -3.4% | +10.5% | +7.7% |
| 3M | -7.7% | -10.0% | +2.3% | -5.4% |
| 6M | -13.2% | +12.2% | -25.4% | -17.8% |
| YTD | -26.0% | +29.8% | -55.7% | -34.7% |
| 1Y | -38.4% | +24.6% | -63.0% | -44.9% |
| 3Y | -21.1% | +137.6% | -158.7% | -51.3% |
| 5Y | +0.3% | +176.6% | -176.3% | -39.1% |
| All | +0.3% | +178.2% | -177.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling