-3.3%
PDD vs RL
+240.9%
-244.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.9% | -5.6% |
| 7D | -1.4% | +0.2% | -1.7% | -2.0% |
| 30D | -1.0% | +7.3% | -8.4% | -4.6% |
| 3M | -12.3% | +1.0% | -13.3% | -13.3% |
| 6M | -18.5% | +11.8% | -30.3% | -24.1% |
| YTD | -29.0% | +13.6% | -42.6% | -35.0% |
| 1Y | -40.7% | +24.0% | -64.8% | -48.3% |
| 3Y | -25.7% | +256.6% | -282.3% | -68.3% |
| 5Y | -3.3% | +240.2% | -243.5% | -58.7% |
| All | -3.3% | +240.9% | -244.2% | -58.7% |
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 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