-16.4%
PDD vs ROKU
+86.5%
-102.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -13.1% | +1.5% | -14.5% | -13.3% |
| 3M | -3.5% | +25.7% | -29.2% | -6.4% |
| 6M | -21.8% | +54.5% | -76.3% | -26.3% |
| YTD | -29.7% | +43.2% | -72.9% | -33.2% |
| 1Y | -36.2% | +56.3% | -92.5% | -40.2% |
| 3Y | -16.4% | +86.1% | -102.5% | -13.2% |
| All | -16.4% | +86.5% | -102.9% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling