+150.0%
PM vs PDD
-28.8%
+178.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | +0.5% | -4.9% | +5.4% | +0.6% |
| 30D | -3.2% | -3.0% | -0.2% | -3.2% |
| 3M | +6.2% | -6.2% | +12.4% | +6.3% |
| 6M | +7.7% | -20.7% | +28.4% | +7.9% |
| YTD | +27.3% | -30.4% | +57.6% | +27.6% |
| 1Y | +32.8% | -41.3% | +74.0% | +33.3% |
| 3Y | +150.0% | -27.7% | +177.7% | +147.2% |
| All | +150.0% | -28.8% | +178.8% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling