+207.9%
PDD vs RGEN
+243.7%
-35.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -4.1% | -4.9% | +0.9% | -2.7% |
| 30D | -9.6% | +5.7% | -15.3% | -11.3% |
| 3M | -4.3% | +32.4% | -36.7% | -13.3% |
| 6M | -18.8% | +33.2% | -51.9% | -27.5% |
| YTD | -27.5% | +2.3% | -29.8% | -29.6% |
| 1Y | -33.6% | +39.0% | -72.6% | -42.4% |
| 3Y | -20.4% | -4.6% | -15.8% | -28.3% |
| 5Y | -19.6% | -42.7% | +23.1% | -18.4% |
| All | +207.9% | +243.7% | -35.8% | +32.6% |
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