-41.3%
PDD vs ROL
-31.8%
-9.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | -4.9% | +3.0% | -7.9% | -5.5% |
| 30D | -3.0% | +19.8% | -22.8% | -6.8% |
| 3M | -6.2% | +7.9% | -14.1% | -7.7% |
| 6M | -20.7% | -25.6% | +4.9% | -15.8% |
| YTD | -30.4% | -34.1% | +3.8% | -22.1% |
| 1Y | -41.3% | -31.4% | -9.9% | -33.3% |
| All | -41.3% | -31.8% | -9.4% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling