+110.2%
SPOT vs PDD
-1.2%
+111.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +1.6% | +5.6% | -4.0% | +0.5% |
| 30D | +17.6% | +5.8% | +11.8% | +16.2% |
| 3M | +26.9% | -8.6% | +35.5% | +29.0% |
| 6M | +41.8% | -18.8% | +60.6% | +46.9% |
| YTD | +3.8% | -26.8% | +30.6% | +9.5% |
| 1Y | -2.5% | -39.3% | +36.8% | +6.5% |
| 3Y | +260.6% | -22.5% | +283.1% | +256.4% |
| All | +110.2% | -1.2% | +111.4% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling