+195.9%
PDD vs RACE
+233.3%
-37.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.8% | -3.9% | 0.0% | -1.8% |
| 30D | -2.4% | +6.8% | -9.2% | -6.0% |
| 3M | -12.7% | +1.3% | -14.0% | -13.8% |
| 6M | -20.0% | +26.3% | -46.3% | -31.0% |
| YTD | -30.3% | +13.8% | -44.1% | -36.9% |
| 1Y | -42.4% | -0.5% | -41.9% | -43.6% |
| 3Y | -27.5% | +25.6% | -53.2% | -44.2% |
| 5Y | -14.9% | +67.6% | -82.5% | -48.8% |
| All | +195.9% | +233.3% | -37.4% | +18.8% |
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