+19.2%
U vs PDD
-41.6%
+60.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.2% |
| 7D | +32.3% | -1.4% | +33.8% | +33.2% |
| 30D | +9.7% | -1.0% | +10.8% | +10.3% |
| 3M | +19.6% | -12.3% | +31.9% | +26.3% |
| 6M | +82.6% | -18.5% | +101.1% | +95.1% |
| YTD | +16.4% | -29.0% | +45.4% | +34.9% |
| All | +19.2% | -41.6% | +60.8% | +51.3% |
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