+18.4%
U vs PDD
-38.2%
+56.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.8% |
| 7D | +7.5% | +6.0% | +1.5% | +4.6% |
| 30D | -7.0% | +5.5% | -12.5% | -9.3% |
| 3M | +20.6% | -9.8% | +30.3% | +26.2% |
| 6M | +53.2% | -16.0% | +69.2% | +62.2% |
| YTD | -3.9% | -27.6% | +23.7% | +14.2% |
| 1Y | +18.4% | -38.6% | +57.0% | +64.5% |
| All | +18.4% | -38.2% | +56.6% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling