+238.5%
TER vs PDD
-17.2%
+255.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +0.6% | -4.1% | +4.7% | +1.5% |
| 30D | -8.3% | -9.6% | +1.3% | -6.6% |
| 3M | -12.2% | -4.3% | -7.9% | -11.8% |
| 6M | +17.1% | -18.8% | +35.8% | +22.1% |
| YTD | +84.7% | -27.5% | +112.2% | +97.1% |
| 1Y | +199.9% | -33.6% | +233.6% | +225.8% |
| All | +238.5% | -17.2% | +255.7% | +231.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling