-47.8%
PDD vs ROIV
+232.7%
-280.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -4.1% | +0.6% | -4.7% | -4.1% |
| 30D | -9.6% | +1.0% | -10.6% | -9.8% |
| 3M | -4.3% | +18.3% | -22.6% | -6.5% |
| 6M | -18.8% | +18.3% | -37.1% | -20.8% |
| YTD | -27.5% | +61.0% | -88.5% | -32.2% |
| 1Y | -33.6% | +177.9% | -211.5% | -42.0% |
| 3Y | -20.4% | +199.1% | -219.5% | -32.3% |
| 5Y | -19.6% | +250.7% | -270.3% | -42.8% |
| All | -47.8% | +232.7% | -280.5% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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