+190.4%
PDD vs USFR
+25.7%
+164.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -7.6% | +0.1% | -7.7% | -7.8% |
| 30D | -5.4% | +0.4% | -5.8% | -6.1% |
| 3M | -12.9% | +1.0% | -14.0% | -14.7% |
| 6M | -19.0% | +2.0% | -21.0% | -22.1% |
| YTD | -31.6% | +3.4% | -35.1% | -35.9% |
| 1Y | -43.0% | +4.1% | -47.1% | -47.3% |
| 3Y | -28.9% | +14.4% | -43.3% | -44.8% |
| 5Y | -18.4% | +21.4% | -39.8% | -43.9% |
| All | +190.4% | +25.7% | +164.7% | +125.3% |
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