+195.8%
PDD vs RACE
+229.6%
-33.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | -4.9% | -1.2% | -3.7% | -4.3% |
| 30D | -3.0% | +6.1% | -9.2% | -6.3% |
| 3M | -6.2% | -0.3% | -5.9% | -6.5% |
| 6M | -20.7% | +23.4% | -44.1% | -30.7% |
| YTD | -30.4% | +12.5% | -42.9% | -36.5% |
| 1Y | -41.3% | -0.5% | -40.8% | -42.5% |
| 3Y | -27.7% | +23.6% | -51.3% | -43.8% |
| 5Y | -16.9% | +65.4% | -82.3% | -49.6% |
| All | +195.8% | +229.6% | -33.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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