-19.3%
PDD vs RNG
+122.1%
-141.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -4.4% | -4.1% | -0.4% | -4.0% |
| 30D | -15.5% | +8.6% | -24.1% | -16.5% |
| 3M | -4.1% | +78.0% | -82.0% | -11.5% |
| 6M | -23.4% | +67.0% | -90.4% | -29.3% |
| YTD | -30.7% | +142.4% | -173.1% | -40.2% |
| 1Y | -37.6% | +120.4% | -158.1% | -45.6% |
| All | -19.3% | +122.1% | -141.3% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling