-37.7%
PYPL vs PDD
+210.2%
-247.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | +2.7% | -4.1% | +6.7% | +3.4% |
| 30D | -4.9% | -9.6% | +4.7% | -3.3% |
| 3M | +28.9% | -4.3% | +33.2% | +29.6% |
| 6M | +18.2% | -18.8% | +37.0% | +22.0% |
| YTD | -5.0% | -27.5% | +22.5% | -0.1% |
| 1Y | -18.8% | -33.6% | +14.8% | -13.3% |
| 3Y | -12.6% | -20.4% | +7.8% | -13.7% |
| 5Y | -80.8% | -19.6% | -61.2% | -83.1% |
| All | -37.7% | +210.2% | -247.9% | -58.8% |
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