+191.4%
PDD vs REGN
+109.8%
+81.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.4% |
| 7D | -5.4% | -5.6% | +0.2% | -3.8% |
| 30D | -12.6% | -2.0% | -10.7% | -12.2% |
| 3M | -4.3% | +28.0% | -32.2% | -10.9% |
| 6M | -24.4% | +1.2% | -25.6% | -25.1% |
| YTD | -31.4% | +1.6% | -33.0% | -32.2% |
| 1Y | -38.1% | +38.2% | -76.4% | -44.6% |
| 3Y | -20.1% | -5.4% | -14.8% | -22.1% |
| 5Y | -25.0% | +21.3% | -46.3% | -35.7% |
| All | +191.4% | +109.8% | +81.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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