+201.5%
PDD vs RIG
-59.5%
+261.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -1.4% | -17.0% | +15.6% | +0.7% |
| 30D | -1.0% | -6.2% | +5.1% | -0.7% |
| 3M | -12.3% | -1.7% | -10.6% | -12.7% |
| 6M | -18.5% | -19.2% | +0.7% | -17.2% |
| YTD | -29.0% | +25.2% | -54.2% | -32.3% |
| 1Y | -40.7% | +29.9% | -70.6% | -43.8% |
| 3Y | -25.7% | -21.3% | -4.4% | -27.6% |
| 5Y | -3.3% | +40.5% | -43.8% | -15.3% |
| All | +201.5% | -59.5% | +261.0% | +267.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling