+202.8%
TER vs PDD
-22.7%
+225.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.4% |
| 7D | +0.6% | -4.1% | +4.7% | +1.4% |
| 30D | -8.3% | -9.6% | +1.3% | -6.8% |
| 3M | -12.2% | -4.3% | -7.9% | -12.0% |
| 6M | +17.1% | -18.8% | +35.8% | +20.9% |
| YTD | +84.7% | -27.5% | +112.2% | +94.7% |
| 1Y | +199.9% | -33.6% | +233.6% | +221.3% |
| 3Y | +232.8% | -20.4% | +253.2% | +232.7% |
| All | +202.8% | -22.7% | +225.5% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling