-38.6%
PDD vs USFR
+4.1%
-42.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +6.0% | +0.1% | +5.9% | +5.1% |
| 30D | +5.5% | +0.4% | +5.1% | +2.4% |
| 3M | -9.8% | +1.1% | -10.8% | -16.2% |
| 6M | -16.0% | +2.0% | -18.0% | -26.9% |
| YTD | -27.6% | +3.4% | -30.9% | -42.8% |
| 1Y | -38.6% | +4.1% | -42.7% | -60.2% |
| All | -38.6% | +4.1% | -42.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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