+211.0%
PDD vs RL
+218.3%
-7.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | +5.6% | -4.2% | +9.8% | +6.8% |
| 30D | +5.8% | +4.3% | +1.5% | +4.3% |
| 3M | -8.6% | -4.6% | -4.0% | -7.6% |
| 6M | -18.8% | +1.7% | -20.6% | -20.1% |
| YTD | -26.8% | +7.3% | -34.1% | -29.4% |
| 1Y | -39.3% | +20.8% | -60.1% | -43.6% |
| 3Y | -22.5% | +247.0% | -269.5% | -49.2% |
| 5Y | -0.8% | +225.5% | -226.2% | -35.4% |
| All | +211.0% | +218.3% | -7.3% | +137.7% |
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