+194.4%
PDD vs USFR
+24.7%
+169.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -15.5% | +0.3% | -15.8% | -15.9% |
| 3M | -4.1% | +1.0% | -5.0% | -5.8% |
| 6M | -23.4% | +1.9% | -25.4% | -26.2% |
| YTD | -30.7% | +2.7% | -33.3% | -34.1% |
| 1Y | -37.6% | +4.0% | -41.6% | -42.2% |
| 3Y | -17.5% | +14.0% | -31.6% | -35.6% |
| 5Y | -24.6% | +20.4% | -45.0% | -47.4% |
| All | +194.4% | +24.7% | +169.7% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling