-8.4%
U vs PDD
-34.6%
+26.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -3.8% | -4.1% | +0.3% | -1.9% |
| 30D | +17.5% | -9.6% | +27.1% | +23.0% |
| 3M | +38.7% | -4.3% | +43.0% | +40.3% |
| 6M | +104.4% | -18.8% | +123.2% | +121.9% |
| YTD | -5.7% | -27.5% | +21.8% | +10.9% |
| All | -8.4% | -34.6% | +26.2% | +18.2% |
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