-23.7%
PDD vs RIG
+60.3%
-84.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.2% |
| 7D | -4.1% | +0.9% | -4.9% | -4.3% |
| 30D | -9.6% | +13.8% | -23.4% | -11.7% |
| 3M | -4.3% | -6.4% | +2.1% | -3.7% |
| 6M | -18.8% | -8.2% | -10.6% | -18.5% |
| YTD | -27.5% | +41.6% | -69.1% | -33.2% |
| 1Y | -33.6% | +88.7% | -122.3% | -42.4% |
| 3Y | -20.4% | -30.9% | +10.4% | -20.2% |
| All | -23.7% | +60.3% | -84.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling