-18.7%
PDD vs RL
+212.5%
-231.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -9.6% | -7.8% | -1.8% | -7.8% |
| 3M | -4.3% | -4.0% | -0.3% | -3.7% |
| 6M | -18.8% | -1.9% | -16.9% | -19.1% |
| YTD | -27.5% | -0.2% | -27.3% | -28.3% |
| 1Y | -33.6% | +10.7% | -44.3% | -36.4% |
| All | -18.7% | +212.5% | -231.1% | -41.7% |
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 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