+18.3%
UPS vs PDD
+200.9%
-182.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.9% |
| 30D | -2.3% | -13.1% | +10.8% | -1.5% |
| 3M | -5.2% | -3.5% | -1.7% | -5.1% |
| 6M | +1.4% | -21.8% | +23.2% | +2.8% |
| YTD | +6.1% | -29.7% | +35.8% | +8.2% |
| 1Y | +27.0% | -36.2% | +63.2% | +30.2% |
| 3Y | -25.9% | -16.4% | -9.6% | -26.3% |
| 5Y | -34.6% | -23.8% | -10.7% | -37.0% |
| All | +18.3% | +200.9% | -182.7% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling