+3.9%
PDD vs USAR
+74.0%
-70.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.1% | -2.1% | -1.9% | -4.0% |
| 30D | -9.6% | +2.6% | -12.2% | -9.8% |
| 3M | -4.3% | -35.0% | +30.7% | -3.1% |
| 6M | -18.8% | -6.9% | -11.9% | -19.0% |
| YTD | -27.5% | +48.0% | -75.5% | -28.7% |
| 1Y | -33.6% | +24.8% | -58.4% | -34.9% |
| 3Y | -20.4% | +73.2% | -93.7% | -33.6% |
| All | +3.9% | +74.0% | -70.1% | -6.0% |
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 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