-18.7%
PDD vs REPL
-22.6%
+4.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.8% |
| 3M | -4.3% | +52.4% | -56.7% | -4.9% |
| 6M | -18.8% | +107.4% | -126.2% | -20.2% |
| YTD | -27.5% | +54.7% | -82.2% | -28.7% |
| 1Y | -33.6% | +158.9% | -192.5% | -35.0% |
| All | -18.7% | -22.6% | +4.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling