-0.3%
SPOT vs PDD
-38.2%
+37.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.9% |
| 7D | +16.6% | +6.0% | +10.5% | +14.6% |
| 30D | +29.9% | +5.5% | +24.5% | +27.9% |
| 3M | +31.3% | -9.8% | +41.0% | +34.7% |
| 6M | +43.2% | -16.0% | +59.2% | +47.6% |
| YTD | +8.1% | -27.6% | +35.6% | +14.3% |
| 1Y | -0.3% | -38.6% | +38.3% | +8.7% |
| All | -0.3% | -38.2% | +37.9% | +8.7% |
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