-8.2%
PDD vs REPL
-29.4%
+21.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -5.9% | -1.5% |
| 7D | -1.0% | +12.7% | -13.7% | -1.4% |
| 30D | -2.4% | +73.5% | -75.9% | -4.4% |
| 3M | -14.6% | +70.3% | -84.9% | -16.4% |
| 6M | -19.6% | +472.0% | -491.6% | -27.1% |
| YTD | -30.0% | +139.5% | -169.5% | -35.8% |
| 1Y | -42.5% | +167.3% | -209.8% | -47.6% |
| 3Y | -27.2% | +109.5% | -136.7% | -45.4% |
| 5Y | -8.2% | -29.9% | +21.7% | -14.3% |
| All | -8.2% | -29.4% | +21.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling