-22.5%
PDD vs RF
+104.8%
-127.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | -0.9% | +6.5% | +5.8% |
| 30D | +5.8% | +6.0% | -0.3% | +4.8% |
| 3M | -8.6% | -8.9% | +0.3% | -7.3% |
| 6M | -18.8% | +2.3% | -21.2% | -19.3% |
| YTD | -26.8% | +7.6% | -34.3% | -27.8% |
| 1Y | -39.3% | +21.2% | -60.4% | -41.2% |
| 3Y | -22.5% | +108.5% | -131.0% | -28.5% |
| All | -22.5% | +104.8% | -127.3% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling