-33.6%
PDD vs REPL
+161.1%
-194.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | -4.1% | -3.0% | -1.1% | -4.0% |
| 30D | -9.6% | +27.1% | -36.7% | -10.0% |
| 3M | -4.3% | +52.4% | -56.7% | -5.7% |
| 6M | -18.8% | +107.4% | -126.2% | -22.1% |
| YTD | -27.5% | +54.7% | -82.2% | -30.1% |
| 1Y | -33.6% | +158.9% | -192.5% | -37.5% |
| All | -33.6% | +161.1% | -194.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling