-18.7%
PDD vs ROL
-4.8%
-13.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -4.1% | -1.4% | -2.6% | -4.0% |
| 30D | -9.6% | -4.1% | -5.5% | -9.4% |
| 3M | -4.3% | -22.5% | +18.2% | -3.2% |
| 6M | -18.8% | -37.7% | +18.9% | -17.5% |
| YTD | -27.5% | -39.6% | +12.1% | -26.1% |
| 1Y | -33.6% | -36.0% | +2.4% | -32.2% |
| All | -18.7% | -4.8% | -13.9% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling