-23.7%
PDD vs RACE
+93.6%
-117.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.8% |
| 7D | -4.1% | -2.5% | -1.5% | -2.7% |
| 30D | -9.6% | +0.8% | -10.4% | -10.2% |
| 3M | -4.3% | +17.2% | -21.4% | -13.5% |
| 6M | -18.8% | +13.6% | -32.3% | -25.8% |
| YTD | -27.5% | +12.2% | -39.7% | -33.8% |
| 1Y | -33.6% | -16.3% | -17.4% | -27.9% |
| 3Y | -20.4% | +36.4% | -56.8% | -49.9% |
| All | -23.7% | +93.6% | -117.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling