+120.5%
SHOP vs PDD
-17.2%
+137.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | -5.1% | -4.1% | -1.0% | -4.3% |
| 30D | +0.6% | -9.6% | +10.2% | +2.6% |
| 3M | +25.0% | -4.3% | +29.3% | +25.8% |
| 6M | +11.9% | -18.8% | +30.7% | +16.2% |
| YTD | -9.9% | -27.5% | +17.6% | -4.3% |
| 1Y | 0.0% | -33.6% | +33.6% | +7.9% |
| All | +120.5% | -17.2% | +137.7% | +107.3% |
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