-23.8%
PDD vs RNG
-70.8%
+46.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.7% |
| 7D | -4.1% | -0.8% | -3.3% | -4.0% |
| 30D | -13.1% | +11.4% | -24.5% | -16.2% |
| 3M | -3.5% | +72.1% | -75.6% | -19.4% |
| 6M | -21.8% | +67.9% | -89.7% | -35.6% |
| YTD | -29.7% | +144.3% | -174.0% | -50.4% |
| 1Y | -36.2% | +117.5% | -153.7% | -53.5% |
| 3Y | -16.4% | +123.9% | -140.2% | -45.1% |
| 5Y | -23.8% | -70.1% | +46.3% | +24.0% |
| All | -23.8% | -70.8% | +46.9% | +24.0% |
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