-18.7%
PDD vs RF
+86.8%
-105.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +1.3% | -5.4% | -4.3% |
| 30D | -9.6% | -3.6% | -6.0% | -9.1% |
| 3M | -4.3% | +8.1% | -12.4% | -5.5% |
| 6M | -18.8% | +11.5% | -30.2% | -20.3% |
| YTD | -27.5% | +15.6% | -43.1% | -29.2% |
| 1Y | -33.6% | +15.7% | -49.3% | -35.3% |
| All | -18.7% | +86.8% | -105.4% | -22.1% |
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