+176.4%
SPOT vs PDD
+210.2%
-33.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -0.9% | -4.1% | +3.1% | -0.2% |
| 30D | +12.5% | -9.6% | +22.1% | +14.6% |
| 3M | +9.9% | -4.3% | +14.2% | +10.6% |
| 6M | +1.6% | -18.8% | +20.3% | +5.1% |
| YTD | -6.6% | -27.5% | +20.9% | -1.4% |
| 1Y | -22.9% | -33.6% | +10.7% | -17.4% |
| 3Y | +244.3% | -20.4% | +264.7% | +239.6% |
| 5Y | +117.8% | -19.6% | +137.4% | +89.7% |
| All | +176.4% | +210.2% | -33.9% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling