-4.5%
UPS vs PDD
-28.8%
+24.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.7% |
| 7D | +3.8% | -4.9% | +8.7% | +4.3% |
| 30D | +17.4% | -3.0% | +20.4% | +17.6% |
| 3M | +8.2% | -6.2% | +14.4% | +8.7% |
| 6M | +17.9% | -20.7% | +38.7% | +20.2% |
| YTD | +18.7% | -30.4% | +49.1% | +22.4% |
| 1Y | +24.8% | -41.3% | +66.1% | +30.6% |
| 3Y | -4.5% | -27.7% | +23.2% | -3.4% |
| All | -4.5% | -28.8% | +24.3% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling