+201.5%
PDD vs ROL
+73.0%
+128.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.6% |
| 7D | -1.4% | +7.5% | -9.0% | -3.4% |
| 30D | -1.0% | +21.1% | -22.2% | -6.1% |
| 3M | -12.3% | +3.1% | -15.4% | -13.2% |
| 6M | -18.5% | -27.4% | +8.9% | -11.6% |
| YTD | -29.0% | -34.7% | +5.7% | -21.0% |
| 1Y | -40.7% | -32.9% | -7.8% | -34.6% |
| 3Y | -25.7% | +6.1% | -31.8% | -30.3% |
| 5Y | -3.3% | +16.3% | -19.6% | -14.4% |
| All | +201.5% | +73.0% | +128.5% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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