+225.6%
PM vs PDD
+210.2%
+15.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -4.9% | -4.1% | -0.8% | -4.8% |
| 30D | -3.4% | -9.6% | +6.2% | -3.2% |
| 3M | +5.2% | -4.3% | +9.4% | +5.2% |
| 6M | +3.7% | -18.8% | +22.5% | +4.1% |
| YTD | +15.8% | -27.5% | +43.3% | +16.4% |
| 1Y | +17.4% | -33.6% | +51.0% | +18.2% |
| 3Y | +116.9% | -20.4% | +137.3% | +116.2% |
| 5Y | +117.3% | -19.6% | +136.9% | +113.5% |
| All | +225.6% | +210.2% | +15.3% | +202.7% |
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