+96.1%
T vs PDD
+210.2%
-114.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.0% |
| 7D | -1.3% | -4.1% | +2.8% | -1.2% |
| 30D | +11.4% | -9.6% | +21.0% | +11.6% |
| 3M | +14.3% | -4.3% | +18.6% | +14.4% |
| 6M | -9.3% | -18.8% | +9.5% | -8.9% |
| YTD | +7.1% | -27.5% | +34.6% | +7.8% |
| 1Y | -9.1% | -33.6% | +24.5% | -8.3% |
| 3Y | +105.3% | -20.4% | +125.7% | +104.3% |
| 5Y | +66.8% | -19.6% | +86.4% | +62.9% |
| All | +96.1% | +210.2% | -114.1% | +71.4% |
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