+402.3%
TER vs PDD
+216.8%
+185.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +2.2% | -17.4% | -15.6% |
| 7D | -28.2% | +5.9% | -34.1% | -29.1% |
| 30D | -50.6% | +7.1% | -57.6% | -51.3% |
| 3M | -45.3% | -7.7% | -37.7% | -44.8% |
| 6M | -40.4% | -13.2% | -27.2% | -39.4% |
| YTD | +10.0% | -26.0% | +36.0% | +15.4% |
| 1Y | +13.6% | -38.4% | +52.1% | +23.4% |
| 3Y | +145.2% | -21.1% | +166.3% | +144.2% |
| 5Y | +50.4% | +0.3% | +50.0% | +29.7% |
| All | +402.3% | +216.8% | +185.5% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling