+30.6%
UPS vs PDD
+203.8%
-173.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.6% |
| 7D | +1.1% | -1.4% | +2.6% | +1.2% |
| 30D | +17.3% | -1.0% | +18.4% | +17.4% |
| 3M | +7.9% | -12.3% | +20.1% | +8.7% |
| 6M | +13.7% | -18.5% | +32.2% | +15.0% |
| YTD | +17.2% | -29.0% | +46.2% | +19.4% |
| 1Y | +23.2% | -40.7% | +64.0% | +26.9% |
| 3Y | -5.9% | -25.7% | +19.8% | -5.7% |
| 5Y | -33.1% | -3.3% | -29.8% | -36.2% |
| All | +30.6% | +203.8% | -173.2% | +12.3% |
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