+256.0%
PM vs PDD
+213.3%
+42.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | -5.2% | +5.6% | -10.8% | -5.3% |
| 30D | +2.7% | +5.8% | -3.1% | +2.6% |
| 3M | +6.1% | -8.6% | +14.7% | +6.3% |
| 6M | +18.0% | -18.8% | +36.8% | +18.4% |
| YTD | +26.6% | -26.8% | +53.4% | +27.3% |
| 1Y | +36.7% | -39.3% | +76.0% | +37.9% |
| 3Y | +146.0% | -22.5% | +168.5% | +145.4% |
| 5Y | +164.1% | -0.8% | +164.9% | +158.6% |
| All | +256.0% | +213.3% | +42.6% | +230.8% |
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