+201.5%
SPY vs PDD
+198.0%
+3.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.5% |
| 7D | +2.6% | -4.9% | +7.5% | +3.0% |
| 30D | -2.0% | -3.0% | +1.1% | -1.8% |
| 3M | -2.8% | -6.2% | +3.4% | -2.4% |
| 6M | +2.1% | -20.7% | +22.9% | +3.8% |
| YTD | +11.5% | -30.4% | +41.8% | +14.3% |
| 1Y | +13.5% | -41.3% | +54.7% | +17.9% |
| 3Y | +77.7% | -27.7% | +105.4% | +78.2% |
| 5Y | +72.6% | -16.9% | +89.5% | +63.2% |
| All | +201.5% | +198.0% | +3.5% | +140.0% |
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