+207.7%
PDD vs URI
+698.3%
-490.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.8% | +3.7% |
| 7D | +6.0% | -4.3% | +10.4% | +7.3% |
| 30D | +5.5% | +4.6% | +0.8% | +3.9% |
| 3M | -9.8% | -2.1% | -7.6% | -9.6% |
| 6M | -16.0% | +21.9% | -37.9% | -22.1% |
| YTD | -27.6% | +39.7% | -67.2% | -36.9% |
| 1Y | -38.6% | +32.9% | -71.5% | -45.7% |
| 3Y | -22.8% | +155.8% | -178.6% | -48.1% |
| 5Y | -5.2% | +202.4% | -207.7% | -41.7% |
| All | +207.7% | +698.3% | -490.6% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling