+113.0%
SPOT vs PDD
-22.7%
+135.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -0.9% | -4.1% | +3.1% | -0.1% |
| 30D | +12.5% | -9.6% | +22.1% | +14.7% |
| 3M | +9.9% | -4.3% | +14.2% | +10.7% |
| 6M | +1.6% | -18.8% | +20.3% | +5.2% |
| YTD | -6.6% | -27.5% | +20.9% | -1.2% |
| 1Y | -22.9% | -33.6% | +10.7% | -17.3% |
| 3Y | +244.3% | -20.4% | +264.7% | +237.9% |
| All | +113.0% | -22.7% | +135.6% | +99.9% |
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 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