+214.4%
PDD vs REPL
+32.0%
+182.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.4% |
| 7D | +5.9% | +15.1% | -9.2% | +5.1% |
| 30D | +7.1% | +51.1% | -44.0% | +4.5% |
| 3M | -7.7% | +69.2% | -76.9% | -10.7% |
| 6M | -13.2% | +597.6% | -610.8% | -26.7% |
| YTD | -26.0% | +106.0% | -131.9% | -34.9% |
| 1Y | -38.4% | +133.3% | -171.8% | -46.4% |
| 3Y | -21.1% | +41.0% | -62.1% | -42.5% |
| 5Y | +0.3% | -40.1% | +40.5% | -20.3% |
| All | +214.4% | +32.0% | +182.4% | +138.6% |
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