+207.9%
PDD vs REPL
-0.9%
+208.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -4.1% | -3.0% | -1.1% | -3.9% |
| 30D | -9.6% | +27.1% | -36.7% | -10.9% |
| 3M | -4.3% | +52.4% | -56.7% | -9.0% |
| 6M | -18.8% | +107.4% | -126.2% | -28.6% |
| YTD | -27.5% | +54.7% | -82.2% | -35.1% |
| 1Y | -33.6% | +158.9% | -192.5% | -44.9% |
| 3Y | -20.4% | -23.7% | +3.3% | -37.5% |
| 5Y | -19.6% | -54.3% | +34.8% | -35.1% |
| All | +207.9% | -0.9% | +208.8% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling