+214.4%
PDD vs RL
+222.7%
-8.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.5% | +4.3% |
| 7D | +5.9% | -4.7% | +10.6% | +7.2% |
| 30D | +7.1% | +3.6% | +3.5% | +5.8% |
| 3M | -7.7% | +0.5% | -8.2% | -8.1% |
| 6M | -13.2% | +6.6% | -19.8% | -15.7% |
| YTD | -26.0% | +8.8% | -34.8% | -28.9% |
| 1Y | -38.4% | +21.8% | -60.2% | -42.9% |
| 3Y | -21.1% | +245.8% | -266.9% | -48.2% |
| 5Y | +0.3% | +230.0% | -229.6% | -35.0% |
| All | +214.4% | +222.7% | -8.3% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling