+5.0%
PDD vs USAR
-18.7%
+23.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -11.9% | -1.4% |
| 7D | +5.6% | -14.5% | +20.1% | +6.1% |
| 30D | +5.8% | -37.8% | +43.6% | +7.3% |
| 3M | -8.6% | -52.8% | +44.1% | -6.6% |
| 6M | -18.8% | -71.2% | +52.4% | -15.8% |
| YTD | -26.8% | -30.9% | +4.1% | -26.3% |
| 1Y | -39.3% | -48.0% | +8.7% | -38.6% |
| 3Y | -22.5% | -19.7% | -2.8% | -33.9% |
| All | +5.0% | -18.7% | +23.7% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling