+190.4%
PDD vs REPL
+44.9%
+145.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | -7.6% | +9.8% | -17.4% | -8.2% |
| 30D | -5.4% | +81.5% | -86.9% | -8.7% |
| 3M | -12.9% | +44.2% | -57.2% | -15.0% |
| 6M | -19.0% | +437.4% | -456.4% | -30.1% |
| YTD | -31.6% | +126.1% | -157.8% | -40.3% |
| 1Y | -43.0% | +143.1% | -186.2% | -50.5% |
| 3Y | -28.9% | +97.8% | -126.7% | -50.4% |
| 5Y | -18.4% | -34.3% | +15.9% | -35.5% |
| All | +190.4% | +44.9% | +145.5% | +119.1% |
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