-34.5%
UPS vs PDD
-1.2%
-33.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | 0.0% | +5.6% | -5.6% | -0.4% |
| 30D | +17.3% | +5.8% | +11.6% | +16.8% |
| 3M | +6.6% | -8.6% | +15.2% | +7.2% |
| 6M | +12.0% | -18.8% | +30.8% | +13.5% |
| YTD | +14.4% | -26.8% | +41.1% | +16.7% |
| 1Y | +23.3% | -39.3% | +62.6% | +27.4% |
| 3Y | -9.6% | -22.5% | +12.9% | -9.7% |
| All | -34.5% | -1.2% | -33.2% | -36.8% |
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 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