+194.4%
PDD vs ROKU
+218.5%
-24.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.0% |
| 7D | -4.4% | -3.0% | -1.4% | -3.6% |
| 30D | -15.5% | +0.7% | -16.2% | -15.7% |
| 3M | -4.1% | +26.5% | -30.5% | -10.8% |
| 6M | -23.4% | +52.6% | -76.1% | -32.9% |
| YTD | -30.7% | +40.9% | -71.6% | -38.2% |
| 1Y | -37.6% | +57.6% | -95.3% | -46.4% |
| 3Y | -17.5% | +83.2% | -100.7% | -39.5% |
| 5Y | -24.6% | -54.8% | +30.2% | -26.0% |
| All | +194.4% | +218.5% | -24.1% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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