-26.3%
U vs PDD
-2.9%
-23.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.7% |
| 7D | +24.4% | -1.0% | +25.3% | +24.9% |
| 30D | +7.4% | -2.4% | +9.8% | +8.3% |
| 3M | +16.8% | -14.6% | +31.4% | +22.9% |
| 6M | +78.8% | -19.6% | +98.4% | +90.9% |
| YTD | +14.0% | -30.0% | +43.9% | +27.7% |
| 1Y | +16.7% | -42.5% | +59.2% | +39.6% |
| 3Y | +86.4% | -27.2% | +113.6% | +88.2% |
| 5Y | -71.5% | -8.2% | -63.3% | -77.4% |
| All | -26.3% | -2.9% | -23.4% | -44.8% |
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 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