+72.4%
TER vs PDD
-3.2%
+75.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.0% | +15.8% | +13.2% |
| 7D | -5.8% | -1.4% | -4.3% | -5.7% |
| 30D | -38.9% | -1.0% | -37.9% | -39.0% |
| 3M | -35.1% | -12.3% | -22.8% | -34.0% |
| 6M | -31.6% | -18.5% | -13.1% | -29.7% |
| YTD | +27.2% | -29.0% | +56.2% | +34.1% |
| 1Y | +35.2% | -40.7% | +75.9% | +47.0% |
| 3Y | +192.8% | -25.7% | +218.5% | +195.3% |
| 5Y | +72.4% | -3.3% | +75.7% | +60.0% |
| All | +72.4% | -3.2% | +75.6% | +60.0% |
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