+743.0%
TER vs PDD
+210.2%
+532.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | -12.2% | -4.3% | -7.9% | -12.0% |
| 6M | +17.1% | -18.8% | +35.8% | +21.0% |
| YTD | +84.7% | -27.5% | +112.2% | +95.2% |
| 1Y | +199.9% | -33.6% | +233.6% | +222.4% |
| 3Y | +232.8% | -20.4% | +253.2% | +231.6% |
| 5Y | +198.6% | -19.6% | +218.2% | +169.4% |
| All | +743.0% | +210.2% | +532.8% | +422.8% |
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 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