-24.7%
U vs PDD
+1.5%
-26.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +36.6% | +5.6% | +31.0% | +34.1% |
| 30D | +13.3% | +5.8% | +7.5% | +11.2% |
| 3M | +26.2% | -8.6% | +34.8% | +29.8% |
| 6M | +88.7% | -18.8% | +107.6% | +100.9% |
| YTD | +16.6% | -26.8% | +43.3% | +28.7% |
| 1Y | +29.0% | -39.3% | +68.2% | +51.5% |
| 3Y | +99.5% | -22.5% | +122.0% | +97.2% |
| 5Y | -66.1% | -0.8% | -65.4% | -73.7% |
| All | -24.7% | +1.5% | -26.2% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling