+169.3%
SPOT vs PDD
+200.9%
-31.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.0% |
| 7D | -2.9% | -4.1% | +1.3% | -2.1% |
| 30D | +8.3% | -13.1% | +21.4% | +11.1% |
| 3M | +5.1% | -3.5% | +8.5% | +5.7% |
| 6M | -6.5% | -21.8% | +15.3% | -2.5% |
| YTD | -9.0% | -29.7% | +20.7% | -3.3% |
| 1Y | -26.4% | -36.2% | +9.8% | -20.6% |
| 3Y | +240.0% | -16.4% | +256.4% | +232.2% |
| 5Y | +111.7% | -23.8% | +135.6% | +86.3% |
| All | +169.3% | +200.9% | -31.6% | +85.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling