+96.6%
USB vs PDD
-24.0%
+120.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.8% |
| 7D | +2.4% | +6.0% | -3.6% | +2.0% |
| 30D | +6.6% | +5.5% | +1.1% | +6.2% |
| 3M | -4.1% | -9.8% | +5.7% | -3.6% |
| 6M | +12.5% | -16.0% | +28.5% | +13.5% |
| YTD | +17.6% | -27.6% | +45.2% | +19.7% |
| 1Y | +36.5% | -38.6% | +75.1% | +40.0% |
| All | +96.6% | -24.0% | +120.6% | +96.4% |
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