-27.7%
PDD vs RGEN
+15.2%
-42.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -4.9% | -3.3% | -1.6% | -4.6% |
| 30D | -3.0% | -5.8% | +2.8% | -2.5% |
| 3M | -6.2% | +0.2% | -6.4% | -6.5% |
| 6M | -20.7% | +56.8% | -77.5% | -25.3% |
| YTD | -30.4% | +2.4% | -32.8% | -31.2% |
| 1Y | -41.3% | +11.4% | -52.7% | -42.5% |
| 3Y | -27.7% | +15.2% | -42.9% | -24.3% |
| All | -27.7% | +15.2% | -42.9% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling