+211.0%
PDD vs ROP
+70.4%
+140.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | 0.0% |
| 7D | +5.6% | +2.1% | +3.5% | +4.8% |
| 30D | +5.8% | +32.9% | -27.1% | -5.3% |
| 3M | -8.6% | +20.3% | -28.9% | -15.2% |
| 6M | -18.8% | +36.8% | -55.6% | -28.6% |
| YTD | -26.8% | +8.1% | -34.9% | -29.7% |
| 1Y | -39.3% | +8.3% | -47.5% | -41.8% |
| 3Y | -22.5% | -3.2% | -19.2% | -23.6% |
| 5Y | -0.8% | +1.7% | -2.5% | -5.6% |
| All | +211.0% | +70.4% | +140.6% | +166.2% |
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