-23.7%
PDD vs URI
+200.7%
-224.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -4.1% | -2.0% | -2.1% | -3.5% |
| 30D | -9.6% | -12.9% | +3.3% | -6.0% |
| 3M | -4.3% | -6.7% | +2.5% | -3.0% |
| 6M | -18.8% | +19.0% | -37.8% | -25.1% |
| YTD | -27.5% | +25.5% | -53.0% | -35.0% |
| 1Y | -33.6% | +5.5% | -39.2% | -36.9% |
| 3Y | -20.4% | +111.3% | -131.7% | -47.4% |
| All | -23.7% | +200.7% | -224.4% | -60.2% |
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