-13.6%
PDD vs ROP
+1.9%
-15.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.7% |
| 7D | -4.9% | +0.7% | -5.6% | -5.2% |
| 30D | -3.0% | +28.8% | -31.8% | -13.1% |
| 3M | -6.2% | +21.1% | -27.2% | -13.8% |
| 6M | -20.7% | +52.5% | -73.2% | -34.7% |
| YTD | -30.4% | +8.9% | -39.2% | -32.9% |
| 1Y | -41.3% | +8.2% | -49.5% | -43.3% |
| 3Y | -27.7% | -5.2% | -22.5% | -28.2% |
| All | -13.6% | +1.9% | -15.5% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling