+252.9%
PM vs PDD
+213.3%
+39.6%
-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 | +5.2% | -8.6% | +13.8% | +5.4% |
| 6M | +17.0% | -18.8% | +35.8% | +17.4% |
| YTD | +25.5% | -26.8% | +52.3% | +26.2% |
| 1Y | +35.5% | -39.3% | +74.8% | +36.8% |
| 3Y | +143.9% | -22.5% | +166.4% | +143.3% |
| 5Y | +161.8% | -0.8% | +162.6% | +156.4% |
| All | +252.9% | +213.3% | +39.6% | +228.0% |
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