-33.7%
UPS vs PDD
-22.7%
-11.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.9% | -4.1% | +1.2% | -2.6% |
| 30D | -3.5% | -9.6% | +6.1% | -2.9% |
| 3M | -5.7% | -4.3% | -1.4% | -5.5% |
| 6M | -4.4% | -18.8% | +14.4% | -3.2% |
| YTD | +8.0% | -27.5% | +35.5% | +10.2% |
| 1Y | +29.0% | -33.6% | +62.7% | +32.3% |
| 3Y | -27.7% | -20.4% | -7.3% | -27.9% |
| All | -33.7% | -22.7% | -11.1% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling