+211.0%
PDD vs RACE
+233.6%
-22.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +5.6% | +5.1% | +0.5% | +2.7% |
| 30D | +5.8% | +7.7% | -1.9% | +1.4% |
| 3M | -8.6% | +2.2% | -10.8% | -10.2% |
| 6M | -18.8% | +23.8% | -42.6% | -29.2% |
| YTD | -26.8% | +13.9% | -40.7% | -33.7% |
| 1Y | -39.3% | +3.8% | -43.1% | -42.0% |
| 3Y | -22.5% | +28.0% | -50.5% | -41.1% |
| 5Y | -0.8% | +64.9% | -65.7% | -39.7% |
| All | +211.0% | +233.6% | -22.7% | +24.8% |
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