-27.7%
PDD vs ROP
-5.5%
-22.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -3.8% | -2.9% | -0.9% | -3.2% |
| 30D | -2.4% | +30.1% | -32.4% | -7.3% |
| 3M | -12.7% | +19.9% | -32.6% | -15.9% |
| 6M | -20.0% | +46.0% | -66.0% | -25.9% |
| YTD | -30.3% | +8.4% | -38.7% | -31.9% |
| 1Y | -42.4% | +8.8% | -51.2% | -43.8% |
| All | -27.7% | -5.5% | -22.1% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling