+190.4%
PDD vs RL
+230.3%
-39.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | -7.6% | +2.4% | -10.0% | -8.4% |
| 30D | -5.4% | +4.6% | -10.0% | -6.9% |
| 3M | -12.9% | -1.1% | -11.8% | -13.0% |
| 6M | -19.0% | +16.5% | -35.5% | -23.4% |
| YTD | -31.6% | +11.4% | -43.0% | -34.8% |
| 1Y | -43.0% | +16.1% | -59.1% | -46.4% |
| 3Y | -28.9% | +252.6% | -281.5% | -53.6% |
| 5Y | -18.4% | +244.9% | -263.3% | -47.6% |
| All | +190.4% | +230.3% | -39.9% | +119.3% |
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