+195.8%
PDD vs RNG
-6.1%
+201.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | -4.9% | +4.6% | -9.5% | -6.2% |
| 30D | -3.0% | +0.4% | -3.5% | -3.7% |
| 3M | -6.2% | +11.4% | -17.6% | -10.2% |
| 6M | -20.7% | +95.7% | -116.4% | -37.7% |
| YTD | -30.4% | +162.9% | -193.2% | -52.8% |
| 1Y | -41.3% | +180.3% | -221.5% | -61.2% |
| 3Y | -27.7% | +188.3% | -216.1% | -56.9% |
| 5Y | -16.9% | -72.5% | +55.6% | +10.4% |
| All | +195.8% | -6.1% | +201.9% | +114.4% |
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