-23.7%
PDD vs ROK
+46.3%
-70.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | -4.1% | +0.7% | -4.7% | -4.3% |
| 30D | -9.6% | -3.3% | -6.3% | -8.5% |
| 3M | -4.3% | -5.9% | +1.6% | -3.0% |
| 6M | -18.8% | +13.9% | -32.6% | -24.3% |
| YTD | -27.5% | +12.6% | -40.1% | -32.3% |
| 1Y | -33.6% | +28.6% | -62.2% | -41.5% |
| 3Y | -20.4% | +45.1% | -65.5% | -36.1% |
| All | -23.7% | +46.3% | -70.0% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling