-25.7%
PDD vs RL
+254.6%
-280.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.9% | -4.5% |
| 7D | -1.4% | +0.2% | -1.7% | -1.7% |
| 30D | -1.0% | +7.3% | -8.4% | -3.0% |
| 3M | -12.3% | +1.0% | -13.3% | -12.8% |
| 6M | -18.5% | +11.8% | -30.3% | -21.5% |
| YTD | -29.0% | +13.6% | -42.6% | -32.2% |
| 1Y | -40.7% | +24.0% | -64.8% | -44.9% |
| 3Y | -25.7% | +256.6% | -282.3% | -48.4% |
| All | -25.7% | +254.6% | -280.3% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling