+30.6%
UPS vs PDD
-38.2%
+68.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.4% |
| 7D | +8.2% | +6.0% | +2.2% | +7.6% |
| 30D | +22.7% | +5.5% | +17.3% | +22.1% |
| 3M | +6.4% | -9.8% | +16.2% | +7.3% |
| 6M | +22.6% | -16.0% | +38.6% | +25.4% |
| YTD | +20.7% | -27.6% | +48.3% | +26.7% |
| 1Y | +30.6% | -38.6% | +69.3% | +40.1% |
| All | +30.6% | -38.2% | +68.8% | +40.1% |
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