+201.5%
PDD vs RGEN
+267.0%
-65.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -4.0% |
| 7D | -1.4% | +3.5% | -4.9% | -2.6% |
| 30D | -1.0% | +2.9% | -4.0% | -2.3% |
| 3M | -12.3% | +9.2% | -21.4% | -15.5% |
| 6M | -18.5% | +44.9% | -63.4% | -29.2% |
| YTD | -29.0% | +9.2% | -38.2% | -33.0% |
| 1Y | -40.7% | +25.3% | -66.0% | -46.7% |
| 3Y | -25.7% | +21.7% | -47.4% | -38.7% |
| 5Y | -3.3% | -34.5% | +31.2% | -6.8% |
| All | +201.5% | +267.0% | -65.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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