+201.5%
PDD vs REPL
+46.7%
+154.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -3.2% |
| 7D | -1.4% | +14.2% | -15.7% | -2.2% |
| 30D | -1.0% | +65.9% | -66.9% | -4.0% |
| 3M | -12.3% | +84.6% | -96.8% | -15.5% |
| 6M | -18.5% | +446.9% | -465.4% | -29.8% |
| YTD | -29.0% | +129.0% | -158.0% | -38.0% |
| 1Y | -40.7% | +167.9% | -208.6% | -48.8% |
| 3Y | -25.7% | +93.9% | -119.6% | -47.9% |
| 5Y | -3.3% | -33.0% | +29.7% | -23.7% |
| All | +201.5% | +46.7% | +154.8% | +127.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling