+207.9%
PDD vs ROK
+173.6%
+34.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | -4.3% | -5.9% | +1.6% | -3.0% |
| 6M | -18.8% | +13.9% | -32.6% | -23.9% |
| YTD | -27.5% | +12.6% | -40.1% | -31.9% |
| 1Y | -33.6% | +28.6% | -62.2% | -40.9% |
| 3Y | -20.4% | +45.1% | -65.5% | -35.0% |
| 5Y | -19.6% | +45.6% | -65.2% | -36.8% |
| All | +207.9% | +173.6% | +34.3% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling