-2.9%
SHOP vs PDD
-1.2%
-1.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | -5.4% | +5.6% | -11.1% | -7.2% |
| 30D | -10.3% | +5.8% | -16.1% | -12.1% |
| 3M | +1.0% | -8.6% | +9.6% | +4.0% |
| 6M | +41.2% | -18.8% | +60.1% | +50.4% |
| YTD | -7.5% | -26.8% | +19.3% | +2.0% |
| 1Y | -4.6% | -39.3% | +34.7% | +11.8% |
| 3Y | +146.4% | -22.5% | +168.9% | +140.6% |
| All | -2.9% | -1.2% | -1.7% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling