+211.0%
PDD vs RNG
-10.2%
+221.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.2% |
| 7D | +5.6% | -11.3% | +17.0% | +9.3% |
| 30D | +5.8% | -5.7% | +11.5% | +7.0% |
| 3M | -8.6% | +16.8% | -25.4% | -14.0% |
| 6M | -18.8% | +58.5% | -77.3% | -32.1% |
| YTD | -26.8% | +151.3% | -178.1% | -49.7% |
| 1Y | -39.3% | +169.0% | -208.3% | -59.3% |
| 3Y | -22.5% | +156.9% | -179.4% | -52.0% |
| 5Y | -0.8% | -69.0% | +68.2% | +25.6% |
| All | +211.0% | -10.2% | +221.2% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling