+198.7%
PDD vs ROK
+170.6%
+28.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -4.1% | +2.8% | -6.9% | -5.1% |
| 30D | -13.1% | -2.4% | -10.7% | -12.4% |
| 3M | -3.5% | -4.7% | +1.2% | -2.6% |
| 6M | -21.8% | +16.8% | -38.5% | -27.4% |
| YTD | -29.7% | +11.4% | -41.0% | -33.7% |
| 1Y | -36.2% | +26.2% | -62.4% | -42.8% |
| 3Y | -16.4% | +51.9% | -68.2% | -33.2% |
| 5Y | -23.8% | +46.4% | -70.2% | -40.2% |
| All | +198.7% | +170.6% | +28.1% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling