+197.4%
PDD vs ROL
+72.4%
+124.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -1.0% | +3.4% | -4.4% | -1.8% |
| 30D | -2.4% | +20.8% | -23.2% | -7.3% |
| 3M | -14.6% | +3.7% | -18.4% | -15.6% |
| 6M | -19.6% | -27.7% | +8.0% | -12.8% |
| YTD | -30.0% | -34.9% | +4.9% | -22.0% |
| 1Y | -42.5% | -33.3% | -9.2% | -36.5% |
| 3Y | -27.2% | +4.3% | -31.5% | -31.3% |
| 5Y | -8.2% | +15.0% | -23.2% | -18.5% |
| All | +197.4% | +72.4% | +124.9% | +95.9% |
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