+259.4%
PM vs PDD
+216.8%
+42.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.8% | -4.7% |
| 7D | -3.4% | +5.9% | -9.2% | -3.5% |
| 30D | +5.8% | +7.1% | -1.2% | +5.7% |
| 3M | +6.7% | -7.7% | +14.3% | +6.8% |
| 6M | +19.9% | -13.2% | +33.1% | +20.2% |
| YTD | +27.8% | -26.0% | +53.8% | +28.5% |
| 1Y | +39.4% | -38.4% | +77.8% | +40.6% |
| 3Y | +146.9% | -21.1% | +168.0% | +146.2% |
| 5Y | +166.6% | +0.3% | +166.3% | +161.0% |
| All | +259.4% | +216.8% | +42.6% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling