-18.8%
PDD vs RNG
+54.0%
-72.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | +5.6% | -11.3% | +17.0% | +6.6% |
| 30D | +5.8% | -5.7% | +11.5% | +5.9% |
| 3M | -8.6% | +16.8% | -25.4% | -10.9% |
| 6M | -18.8% | +58.5% | -77.3% | -24.8% |
| All | -18.8% | +54.0% | -72.9% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling