+192.9%
SPY vs PDD
+216.8%
-23.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.6% |
| 7D | -4.7% | +5.9% | -10.6% | -5.2% |
| 30D | -5.9% | +7.1% | -13.0% | -6.5% |
| 3M | -4.5% | -7.7% | +3.1% | -4.0% |
| 6M | +1.8% | -13.2% | +15.0% | +2.7% |
| YTD | +8.3% | -26.0% | +34.3% | +10.6% |
| 1Y | +9.3% | -38.4% | +47.8% | +13.2% |
| 3Y | +74.9% | -21.1% | +96.0% | +74.1% |
| 5Y | +67.3% | +0.3% | +66.9% | +55.9% |
| All | +192.9% | +216.8% | -23.9% | +132.2% |
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 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