+76.7%
SPY vs PDD
-28.4%
+105.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | -3.7% | -2.4% | -1.3% | -3.5% |
| 3M | -2.7% | -14.6% | +11.9% | -1.6% |
| 6M | +2.2% | -19.6% | +21.8% | +3.8% |
| YTD | +10.8% | -30.0% | +40.8% | +13.8% |
| 1Y | +11.2% | -42.5% | +53.8% | +15.8% |
| All | +76.7% | -28.4% | +105.1% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling