+0.3%
PDD vs RACE
+65.1%
-64.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +3.5% |
| 7D | +5.9% | +5.7% | +0.2% | +2.5% |
| 30D | +7.1% | +9.3% | -2.2% | +1.6% |
| 3M | -7.7% | +3.8% | -11.5% | -10.2% |
| 6M | -13.2% | +29.8% | -43.0% | -27.1% |
| YTD | -26.0% | +15.6% | -41.6% | -33.9% |
| 1Y | -38.4% | +5.1% | -43.5% | -41.6% |
| 3Y | -21.1% | +30.8% | -51.9% | -47.8% |
| 5Y | +0.3% | +67.4% | -67.1% | -61.7% |
| All | +0.3% | +65.1% | -64.8% | -61.7% |
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