+207.7%
PDD vs RACE
+246.7%
-39.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +0.1% |
| 7D | +6.0% | +9.9% | -3.9% | +0.6% |
| 30D | +5.5% | +12.8% | -7.3% | -1.3% |
| 3M | -9.8% | +7.4% | -17.1% | -13.6% |
| 6M | -16.0% | +27.6% | -43.6% | -27.9% |
| YTD | -27.6% | +18.4% | -45.9% | -35.7% |
| 1Y | -38.6% | +9.5% | -48.1% | -43.1% |
| 3Y | -22.8% | +33.9% | -56.7% | -42.8% |
| 5Y | -5.2% | +74.9% | -80.1% | -44.2% |
| All | +207.7% | +246.7% | -39.1% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling