+8.5%
PYPL vs PDD
-26.6%
+35.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +1.0% | -1.0% | +1.9% | +1.1% |
| 30D | +5.9% | -2.4% | +8.2% | +6.2% |
| 3M | -0.2% | -14.6% | +14.4% | +1.9% |
| 6M | +30.3% | -19.6% | +49.9% | +33.7% |
| YTD | +1.6% | -30.0% | +31.5% | +6.0% |
| 1Y | -10.3% | -42.5% | +32.2% | -4.2% |
| 3Y | +8.5% | -27.2% | +35.7% | +6.2% |
| All | +8.5% | -26.6% | +35.1% | +6.2% |
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