+201.5%
PDD vs RL
+236.8%
-35.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.9% | -4.7% |
| 7D | -1.4% | +0.2% | -1.7% | -1.8% |
| 30D | -1.0% | +7.3% | -8.4% | -3.3% |
| 3M | -12.3% | +1.0% | -13.3% | -12.9% |
| 6M | -18.5% | +11.8% | -30.3% | -22.0% |
| YTD | -29.0% | +13.6% | -42.6% | -32.7% |
| 1Y | -40.7% | +24.0% | -64.8% | -45.4% |
| 3Y | -25.7% | +256.6% | -282.3% | -51.7% |
| 5Y | -3.3% | +240.2% | -243.5% | -38.1% |
| All | +201.5% | +236.8% | -35.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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