+200.8%
SPY vs PDD
+203.8%
-3.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | -3.3% | -1.0% | -2.3% | -3.3% |
| 3M | -2.4% | -12.3% | +9.9% | -1.5% |
| 6M | +2.6% | -18.5% | +21.1% | +4.0% |
| YTD | +11.2% | -29.0% | +40.2% | +13.9% |
| 1Y | +13.4% | -40.7% | +54.1% | +17.7% |
| 3Y | +79.9% | -25.7% | +105.6% | +80.0% |
| 5Y | +72.2% | -3.3% | +75.5% | +60.9% |
| All | +200.8% | +203.8% | -3.0% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling