+211.0%
PDD vs REPL
+42.5%
+168.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.5% |
| 7D | +5.6% | +22.8% | -17.1% | +4.4% |
| 30D | +5.8% | +63.8% | -58.0% | +2.7% |
| 3M | -8.6% | +68.1% | -76.7% | -11.5% |
| 6M | -18.8% | +528.5% | -547.3% | -30.9% |
| YTD | -26.8% | +122.4% | -149.2% | -35.9% |
| 1Y | -39.3% | +154.4% | -193.6% | -47.4% |
| 3Y | -22.5% | +68.0% | -90.5% | -44.7% |
| 5Y | -0.8% | -35.4% | +34.6% | -21.5% |
| All | +211.0% | +42.5% | +168.5% | +135.0% |
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