+54.6%
TER vs PDD
-1.2%
+55.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -20.5% | +5.6% | -26.1% | -21.4% |
| 30D | -47.0% | +5.8% | -52.8% | -47.6% |
| 3M | -43.3% | -8.6% | -34.7% | -42.7% |
| 6M | -42.9% | -18.8% | -24.1% | -41.2% |
| YTD | +12.9% | -26.8% | +39.6% | +18.4% |
| 1Y | +18.2% | -39.3% | +57.4% | +28.1% |
| 3Y | +151.8% | -22.5% | +174.3% | +152.3% |
| All | +54.6% | -1.2% | +55.8% | +42.8% |
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