+57.6%
T vs PDD
-12.0%
+69.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +2.0% | -3.8% | +5.8% | +2.0% |
| 30D | -1.0% | -2.4% | +1.3% | -1.0% |
| 3M | -8.1% | -12.7% | +4.6% | -7.9% |
| 6M | -8.3% | -20.0% | +11.8% | -7.9% |
| YTD | -6.1% | -30.3% | +24.2% | -5.5% |
| 1Y | -7.4% | -42.4% | +35.0% | -6.3% |
| 3Y | +65.4% | -27.5% | +93.0% | +64.8% |
| 5Y | +57.6% | -14.9% | +72.6% | +54.0% |
| All | +57.6% | -12.0% | +69.7% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling