+247.4%
PM vs PDD
+203.8%
+43.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.3% |
| 7D | -7.3% | -1.4% | -5.8% | -7.3% |
| 30D | -4.0% | -1.0% | -3.0% | -4.0% |
| 3M | +2.7% | -12.3% | +15.0% | +3.0% |
| 6M | +14.9% | -18.5% | +33.4% | +15.3% |
| YTD | +23.5% | -29.0% | +52.5% | +24.3% |
| 1Y | +30.4% | -40.7% | +71.1% | +31.6% |
| 3Y | +143.2% | -25.7% | +168.9% | +142.8% |
| 5Y | +159.5% | -3.3% | +162.8% | +154.2% |
| All | +247.4% | +203.8% | +43.6% | +223.1% |
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