+207.9%
PDD vs ROP
+45.3%
+162.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +2.1% |
| 7D | -4.1% | -4.4% | +0.4% | -2.4% |
| 30D | -9.6% | +3.2% | -12.8% | -10.8% |
| 3M | -4.3% | +23.1% | -27.3% | -12.0% |
| 6M | -18.8% | +13.3% | -32.1% | -23.2% |
| YTD | -27.5% | -7.9% | -19.6% | -25.9% |
| 1Y | -33.6% | -22.1% | -11.6% | -27.5% |
| 3Y | -20.4% | -16.8% | -3.6% | -16.8% |
| 5Y | -19.6% | -13.5% | -6.1% | -18.5% |
| All | +207.9% | +45.3% | +162.6% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling