-22.5%
PDD vs ROL
+3.8%
-26.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.9% |
| 7D | +5.6% | +9.5% | -3.9% | +5.0% |
| 30D | +5.8% | +22.9% | -17.2% | +4.4% |
| 3M | -8.6% | +3.5% | -12.2% | -9.0% |
| 6M | -18.8% | -29.4% | +10.5% | -18.6% |
| YTD | -26.8% | -36.1% | +9.3% | -26.5% |
| 1Y | -39.3% | -34.4% | -4.9% | -38.9% |
| 3Y | -22.5% | +4.0% | -26.5% | +2.7% |
| All | -22.5% | +3.8% | -26.3% | +2.7% |
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