+197.4%
PDD vs ROP
+69.6%
+127.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | -2.4% | +30.3% | -32.7% | -11.9% |
| 3M | -14.6% | +17.8% | -32.4% | -20.1% |
| 6M | -19.6% | +38.9% | -58.5% | -29.7% |
| YTD | -30.0% | +7.6% | -37.6% | -32.7% |
| 1Y | -42.5% | +6.5% | -49.0% | -44.5% |
| 3Y | -27.2% | -6.3% | -20.9% | -27.2% |
| 5Y | -8.2% | +0.9% | -9.1% | -12.4% |
| All | +197.4% | +69.6% | +127.7% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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