+198.7%
PDD vs RIG
-54.9%
+253.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.8% |
| 7D | -4.1% | -2.7% | -1.4% | -3.8% |
| 30D | -13.1% | +9.5% | -22.6% | -14.2% |
| 3M | -3.5% | -6.6% | +3.2% | -3.0% |
| 6M | -21.8% | -2.9% | -18.9% | -22.2% |
| YTD | -29.7% | +39.5% | -69.1% | -33.5% |
| 1Y | -36.2% | +82.3% | -118.5% | -42.0% |
| 3Y | -16.4% | -29.6% | +13.2% | -17.0% |
| 5Y | -23.8% | +63.2% | -87.0% | -34.2% |
| All | +198.7% | -54.9% | +253.5% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling