-72.7%
U vs PDD
-12.0%
-60.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +16.9% | -3.8% | +20.8% | +18.7% |
| 30D | +6.4% | -2.4% | +8.7% | +7.3% |
| 3M | +13.2% | -12.7% | +25.9% | +18.5% |
| 6M | +84.8% | -20.0% | +104.8% | +98.4% |
| YTD | +12.4% | -30.3% | +42.7% | +27.0% |
| 1Y | +19.8% | -42.4% | +62.2% | +44.6% |
| 3Y | +83.8% | -27.5% | +111.4% | +84.6% |
| 5Y | -72.7% | -14.9% | -57.8% | -78.6% |
| All | -72.7% | -12.0% | -60.7% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling