+62.3%
USB vs PDD
+210.0%
-147.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.8% |
| 7D | +2.4% | +6.0% | -3.6% | +2.1% |
| 30D | +6.6% | +5.5% | +1.1% | +6.3% |
| 3M | -4.1% | -9.8% | +5.7% | -3.7% |
| 6M | +12.5% | -16.0% | +28.5% | +13.3% |
| YTD | +17.6% | -27.6% | +45.2% | +19.3% |
| 1Y | +36.5% | -38.6% | +75.1% | +39.5% |
| 3Y | +95.4% | -22.8% | +118.2% | +95.1% |
| 5Y | +26.1% | -5.2% | +31.4% | +20.9% |
| All | +62.3% | +210.0% | -147.7% | +40.3% |
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