+208.9%
SPOT vs PDD
+199.6%
+9.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | +14.6% | -2.4% | +17.0% | +15.0% |
| 3M | +18.4% | -14.6% | +33.1% | +21.9% |
| 6M | +45.1% | -19.6% | +64.7% | +50.5% |
| YTD | +4.4% | -30.0% | +34.4% | +10.9% |
| 1Y | -2.7% | -42.5% | +39.8% | +7.2% |
| 3Y | +254.6% | -27.2% | +281.7% | +256.0% |
| 5Y | +124.8% | -8.2% | +133.0% | +91.5% |
| All | +208.9% | +199.6% | +9.2% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling