+58.9%
USB vs PDD
+216.8%
-157.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -1.5% | +5.9% | -7.4% | -1.7% |
| 30D | +4.3% | +7.1% | -2.8% | +3.9% |
| 3M | -6.1% | -7.7% | +1.6% | -5.8% |
| 6M | +9.4% | -13.2% | +22.6% | +10.0% |
| YTD | +15.2% | -26.0% | +41.1% | +16.6% |
| 1Y | +32.8% | -38.4% | +71.2% | +35.6% |
| 3Y | +91.3% | -21.1% | +112.4% | +90.8% |
| 5Y | +22.7% | +0.3% | +22.3% | +17.3% |
| All | +58.9% | +216.8% | -157.9% | +37.2% |
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