-39.3%
PDD vs RGEN
+19.4%
-58.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | +5.6% | -1.9% | +7.6% | +5.8% |
| 30D | +5.8% | +3.7% | +2.0% | +5.2% |
| 3M | -8.6% | +8.8% | -17.4% | -9.7% |
| 6M | -18.8% | +38.0% | -56.8% | -21.9% |
| YTD | -26.8% | +5.9% | -32.7% | -26.4% |
| 1Y | -39.3% | +19.7% | -58.9% | -38.5% |
| All | -39.3% | +19.4% | -58.6% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling