-39.0%
U vs PDD
+0.5%
-39.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -3.8% | -4.1% | +0.3% | -2.4% |
| 30D | +17.5% | -9.6% | +27.1% | +21.3% |
| 3M | +38.7% | -4.3% | +43.0% | +40.6% |
| 6M | +104.4% | -18.8% | +123.2% | +117.2% |
| YTD | -5.7% | -27.5% | +21.8% | +4.6% |
| 1Y | +3.7% | -33.6% | +37.3% | +18.4% |
| 3Y | +12.3% | -20.4% | +32.7% | +9.8% |
| 5Y | -68.8% | -19.6% | -49.2% | -74.5% |
| All | -39.0% | +0.5% | -39.6% | -54.8% |
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 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