+43.2%
TER vs PDD
-38.2%
+81.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.3% | -7.2% |
| 7D | -19.9% | +6.0% | -25.9% | -20.9% |
| 30D | -43.5% | +5.5% | -49.0% | -44.2% |
| 3M | -37.8% | -9.8% | -28.0% | -35.9% |
| 6M | -25.6% | -16.0% | -9.6% | -16.4% |
| YTD | +29.8% | -27.6% | +57.4% | +59.8% |
| 1Y | +43.2% | -38.6% | +81.8% | +105.1% |
| All | +43.2% | -38.2% | +81.4% | +105.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling