+1,588.2%
PLTR vs PDD
+12.6%
+1,575.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | -12.9% | +5.6% | -18.5% | -14.2% |
| 30D | -17.4% | +5.8% | -23.2% | -18.6% |
| 3M | +2.9% | -8.6% | +11.5% | +4.8% |
| 6M | +19.9% | -18.8% | +38.7% | +25.4% |
| YTD | -9.8% | -26.8% | +17.0% | -3.4% |
| 1Y | -8.4% | -39.3% | +30.9% | +2.6% |
| 3Y | +765.0% | -22.5% | +787.5% | +772.0% |
| 5Y | +516.8% | -0.8% | +517.6% | +407.6% |
| All | +1,588.2% | +12.6% | +1,575.6% | +1,391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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