+194.4%
PDD vs RNG
-13.4%
+207.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.4% | -4.1% | -0.4% | -3.3% |
| 30D | -15.5% | +8.6% | -24.1% | -18.0% |
| 3M | -4.1% | +78.0% | -82.0% | -21.4% |
| 6M | -23.4% | +67.0% | -90.4% | -37.3% |
| YTD | -30.7% | +142.4% | -173.1% | -51.5% |
| 1Y | -37.6% | +120.4% | -158.1% | -55.3% |
| 3Y | -17.5% | +122.1% | -139.7% | -46.0% |
| 5Y | -24.6% | -69.8% | +45.2% | -3.1% |
| All | +194.4% | -13.4% | +207.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling