+211.0%
PDD vs RGEN
+255.8%
-44.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.0% |
| 7D | +5.6% | -1.9% | +7.6% | +6.0% |
| 30D | +5.8% | +3.7% | +2.0% | +4.2% |
| 3M | -8.6% | +8.8% | -17.4% | -11.9% |
| 6M | -18.8% | +38.0% | -56.8% | -28.4% |
| YTD | -26.8% | +5.9% | -32.7% | -30.2% |
| 1Y | -39.3% | +19.7% | -58.9% | -44.6% |
| 3Y | -22.5% | +20.5% | -43.0% | -36.0% |
| 5Y | -0.8% | -35.0% | +34.2% | -4.3% |
| All | +211.0% | +255.8% | -44.8% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling