+214.4%
PDD vs RF
+115.9%
+98.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | +5.9% | -1.6% | +7.5% | +6.3% |
| 30D | +7.1% | +5.0% | +2.1% | +5.9% |
| 3M | -7.7% | -10.0% | +2.3% | -5.7% |
| 6M | -13.2% | +3.3% | -16.6% | -14.1% |
| YTD | -26.0% | +7.9% | -33.9% | -27.4% |
| 1Y | -38.4% | +21.2% | -59.7% | -41.2% |
| 3Y | -21.1% | +105.8% | -126.9% | -34.1% |
| 5Y | +0.3% | +43.7% | -43.4% | -10.3% |
| All | +214.4% | +115.9% | +98.5% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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