+67.1%
T vs PDD
+213.3%
-146.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +1.0% | +5.6% | -4.6% | +0.9% |
| 30D | -10.6% | +5.8% | -16.4% | -10.7% |
| 3M | -7.7% | -8.6% | +0.9% | -7.6% |
| 6M | -13.3% | -18.8% | +5.5% | -13.0% |
| YTD | -8.8% | -26.8% | +18.0% | -8.2% |
| 1Y | -8.4% | -39.3% | +30.9% | -7.4% |
| 3Y | +59.6% | -22.5% | +82.1% | +59.1% |
| 5Y | +52.1% | -0.8% | +52.9% | +47.8% |
| All | +67.1% | +213.3% | -146.3% | +45.9% |
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