+522.8%
TER vs PDD
+192.6%
+330.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +24.0% | -7.6% | +31.6% | +25.7% |
| 30D | -30.6% | -5.4% | -25.2% | -30.2% |
| 3M | -34.5% | -12.9% | -21.6% | -33.2% |
| 6M | -26.4% | -19.0% | -7.4% | -24.3% |
| YTD | +36.4% | -31.6% | +68.0% | +45.0% |
| 1Y | +47.4% | -43.0% | +90.4% | +62.2% |
| 3Y | +202.6% | -28.9% | +231.5% | +206.9% |
| 5Y | +83.9% | -18.4% | +102.3% | +65.2% |
| All | +522.8% | +192.6% | +330.2% | +288.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling