+27.5%
UPS vs PDD
+213.3%
-185.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | 0.0% | +5.6% | -5.6% | -0.3% |
| 30D | +17.3% | +5.8% | +11.6% | +16.9% |
| 3M | +6.6% | -8.6% | +15.2% | +7.2% |
| 6M | +12.0% | -18.8% | +30.8% | +13.3% |
| YTD | +14.4% | -26.8% | +41.1% | +16.3% |
| 1Y | +23.3% | -39.3% | +62.6% | +26.8% |
| 3Y | -9.6% | -22.5% | +12.9% | -9.7% |
| 5Y | -34.1% | -0.8% | -33.3% | -37.3% |
| All | +27.5% | +213.3% | -185.9% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling