+211.0%
PDD vs ROKU
+234.3%
-23.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +5.6% | +3.5% | +2.1% | +4.6% |
| 30D | +5.8% | +5.1% | +0.7% | +4.3% |
| 3M | -8.6% | +7.0% | -15.6% | -10.4% |
| 6M | -18.8% | +25.4% | -44.3% | -24.6% |
| YTD | -26.8% | +48.0% | -74.7% | -35.6% |
| 1Y | -39.3% | +53.1% | -92.4% | -47.3% |
| 3Y | -22.5% | +92.7% | -115.2% | -42.8% |
| 5Y | -0.8% | -42.4% | +41.6% | -8.5% |
| All | +211.0% | +234.3% | -23.4% | +79.2% |
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