-38.6%
PDD vs USAR
-49.3%
+10.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.9% | +8.3% | +2.8% |
| 7D | +6.0% | -21.8% | +27.8% | +7.5% |
| 30D | +5.5% | -39.9% | +45.4% | +8.5% |
| 3M | -9.8% | -52.5% | +42.8% | -6.0% |
| 6M | -16.0% | -67.9% | +52.0% | -10.3% |
| YTD | -27.6% | -31.1% | +3.5% | -27.2% |
| 1Y | -38.6% | -49.8% | +11.2% | -38.0% |
| All | -38.6% | -49.3% | +10.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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