+249.4%
PM vs PDD
+199.6%
+49.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -6.6% | -1.0% | -5.7% | -6.6% |
| 30D | -3.4% | -2.4% | -1.1% | -3.4% |
| 3M | +5.3% | -14.6% | +20.0% | +5.6% |
| 6M | +15.5% | -19.6% | +35.1% | +16.0% |
| YTD | +24.3% | -30.0% | +54.2% | +25.0% |
| 1Y | +29.7% | -42.5% | +72.2% | +31.0% |
| 3Y | +144.9% | -27.2% | +172.1% | +144.6% |
| 5Y | +159.0% | -8.2% | +167.2% | +154.0% |
| All | +249.4% | +199.6% | +49.8% | +225.0% |
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