+238.8%
SPOT vs PDD
-15.4%
+254.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -0.9% | -4.1% | +3.1% | -0.3% |
| 30D | +12.5% | -9.6% | +22.1% | +14.2% |
| 3M | +9.9% | -4.3% | +14.2% | +10.4% |
| 6M | +1.6% | -18.8% | +20.3% | +4.3% |
| YTD | -6.6% | -27.5% | +20.9% | -2.7% |
| 1Y | -22.9% | -33.6% | +10.7% | -18.9% |
| All | +238.8% | -15.4% | +254.2% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling