-6.3%
SHOP vs PDD
-43.8%
+37.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.9% |
| 7D | +2.1% | -7.6% | +9.8% | +5.3% |
| 30D | -16.8% | -5.4% | -11.4% | -15.1% |
| 3M | -2.4% | -12.9% | +10.5% | +2.1% |
| 6M | +47.0% | -19.0% | +66.0% | +54.4% |
| YTD | -8.8% | -31.6% | +22.8% | +2.3% |
| 1Y | -6.3% | -43.0% | +36.7% | +5.8% |
| All | -6.3% | -43.8% | +37.5% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling