+198.7%
PDD vs ROKU
+223.6%
-24.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -13.1% | +1.5% | -14.5% | -13.5% |
| 3M | -3.5% | +25.7% | -29.2% | -10.1% |
| 6M | -21.8% | +54.5% | -76.3% | -31.7% |
| YTD | -29.7% | +43.2% | -72.9% | -37.6% |
| 1Y | -36.2% | +56.3% | -92.5% | -45.1% |
| 3Y | -16.4% | +86.1% | -102.5% | -38.9% |
| 5Y | -23.8% | -53.6% | +29.7% | -25.8% |
| All | +198.7% | +223.6% | -24.9% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling