-16.4%
PDD vs ROK
+48.7%
-65.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.1% | +2.8% | -6.9% | -4.7% |
| 30D | -13.1% | -2.4% | -10.7% | -12.7% |
| 3M | -3.5% | -4.7% | +1.2% | -3.0% |
| 6M | -21.8% | +16.8% | -38.5% | -25.4% |
| YTD | -29.7% | +11.4% | -41.0% | -32.2% |
| 1Y | -36.2% | +26.2% | -62.4% | -40.2% |
| 3Y | -16.4% | +51.9% | -68.2% | -26.5% |
| All | -16.4% | +48.7% | -65.0% | -26.5% |
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