-24.6%
PDD vs ROKU
-54.3%
+29.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.9% |
| 7D | -4.4% | -3.0% | -1.4% | -3.5% |
| 30D | -15.5% | +0.7% | -16.2% | -15.7% |
| 3M | -4.1% | +26.5% | -30.5% | -11.5% |
| 6M | -23.4% | +52.6% | -76.1% | -33.9% |
| YTD | -30.7% | +40.9% | -71.6% | -39.0% |
| 1Y | -37.6% | +57.6% | -95.3% | -47.3% |
| 3Y | -17.5% | +83.2% | -100.7% | -42.1% |
| 5Y | -24.6% | -54.8% | +30.2% | -8.2% |
| All | -24.6% | -54.3% | +29.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling