-23.7%
PDD vs RL
+238.1%
-261.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | -9.6% | -7.8% | -1.8% | -6.5% |
| 3M | -4.3% | -4.0% | -0.3% | -3.4% |
| 6M | -18.8% | -1.9% | -16.9% | -19.6% |
| YTD | -27.5% | -0.2% | -27.3% | -29.1% |
| 1Y | -33.6% | +10.7% | -44.3% | -38.6% |
| 3Y | -20.4% | +210.8% | -231.2% | -61.5% |
| All | -23.7% | +238.1% | -261.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling