-0.3%
PDD vs ROL
+13.1%
-13.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +5.6% | +9.5% | -3.9% | +3.6% |
| 30D | +5.8% | +22.9% | -17.2% | +1.3% |
| 3M | -8.6% | +3.5% | -12.2% | -9.4% |
| 6M | -18.8% | -29.4% | +10.5% | -13.2% |
| YTD | -26.8% | -36.1% | +9.3% | -20.3% |
| 1Y | -39.3% | -34.4% | -4.9% | -34.3% |
| 3Y | -22.5% | +4.0% | -26.5% | -27.7% |
| All | -0.3% | +13.1% | -13.4% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling