+211.0%
PDD vs RIG
-58.9%
+269.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.4% |
| 7D | +5.6% | -24.5% | +30.1% | +9.0% |
| 30D | +5.8% | -2.8% | +8.6% | +5.7% |
| 3M | -8.6% | +1.6% | -10.2% | -9.4% |
| 6M | -18.8% | -15.9% | -3.0% | -18.0% |
| YTD | -26.8% | +26.9% | -53.7% | -30.3% |
| 1Y | -39.3% | +34.4% | -73.6% | -42.7% |
| 3Y | -22.5% | -21.2% | -1.3% | -24.5% |
| 5Y | -0.8% | +46.4% | -47.1% | -13.5% |
| All | +211.0% | -58.9% | +269.9% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling