-22.5%
PDD vs ROK
+49.7%
-72.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +5.6% | -13.8% | +19.5% | +8.0% |
| 30D | +5.8% | -14.9% | +20.7% | +8.3% |
| 3M | -8.6% | -14.7% | +6.1% | -6.5% |
| 6M | -18.8% | -17.7% | -1.2% | -16.9% |
| YTD | -26.8% | -2.5% | -24.3% | -28.1% |
| 1Y | -39.3% | +2.3% | -41.5% | -41.0% |
| 3Y | -22.5% | +52.7% | -75.2% | -24.5% |
| All | -22.5% | +49.7% | -72.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling