-39.3%
PDD vs RL
+16.8%
-56.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +5.6% | -4.2% | +9.8% | +6.2% |
| 30D | +5.8% | +4.3% | +1.5% | +4.8% |
| 3M | -8.6% | -4.6% | -4.0% | -8.2% |
| 6M | -18.8% | +1.7% | -20.6% | -18.9% |
| YTD | -26.8% | +7.3% | -34.1% | -28.7% |
| 1Y | -39.3% | +20.8% | -60.1% | -42.9% |
| All | -39.3% | +16.8% | -56.0% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling