-27.3%
SPOT vs PDD
-37.1%
+9.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.7% |
| 7D | -6.5% | -4.4% | -2.1% | -5.5% |
| 30D | +2.2% | -15.5% | +17.7% | +6.3% |
| 3M | +5.4% | -4.1% | +9.4% | +6.0% |
| 6M | -4.0% | -23.4% | +19.4% | +0.8% |
| YTD | -9.9% | -30.7% | +20.7% | -4.7% |
| 1Y | -27.3% | -37.6% | +10.4% | -23.0% |
| All | -27.3% | -37.1% | +9.8% | -23.0% |
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