-2.0%
PDD vs USAR
-20.3%
+18.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.8% |
| 7D | -7.6% | +8.8% | -16.4% | -7.9% |
| 30D | -5.4% | -28.5% | +23.1% | -4.5% |
| 3M | -12.9% | -56.2% | +43.2% | -10.8% |
| 6M | -19.0% | -68.4% | +49.4% | -16.3% |
| YTD | -31.6% | -32.2% | +0.6% | -31.2% |
| 1Y | -43.0% | -52.3% | +9.3% | -42.3% |
| 3Y | -28.9% | -21.2% | -7.7% | -39.4% |
| All | -2.0% | -20.3% | +18.3% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling