-0.3%
PDD vs RNG
-69.1%
+68.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.3% |
| 7D | +5.6% | -11.3% | +17.0% | +9.0% |
| 30D | +5.8% | -5.7% | +11.5% | +7.0% |
| 3M | -8.6% | +16.8% | -25.4% | -13.7% |
| 6M | -18.8% | +58.5% | -77.3% | -31.4% |
| YTD | -26.8% | +151.3% | -178.1% | -49.0% |
| 1Y | -39.3% | +169.0% | -208.3% | -58.7% |
| 3Y | -22.5% | +156.9% | -179.4% | -51.8% |
| All | -0.3% | -69.1% | +68.9% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling