-22.7%
U vs PDD
-3.5%
-19.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.4% | +4.6% |
| 7D | +2.6% | -4.9% | +7.5% | +4.3% |
| 30D | +27.6% | -3.0% | +30.6% | +29.0% |
| 3M | +15.3% | -6.2% | +21.5% | +17.7% |
| 6M | +96.4% | -20.7% | +117.1% | +110.9% |
| YTD | +19.6% | -30.4% | +49.9% | +34.3% |
| 1Y | +42.1% | -41.3% | +83.4% | +68.8% |
| 3Y | +87.5% | -27.7% | +115.2% | +89.8% |
| 5Y | -73.1% | -16.9% | -56.3% | -78.1% |
| All | -22.7% | -3.5% | -19.3% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling