+198.7%
PDD vs ROST
+181.3%
+17.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -13.1% | -10.0% | -3.1% | -10.3% |
| 3M | -3.5% | +1.2% | -4.7% | -4.1% |
| 6M | -21.8% | +8.9% | -30.7% | -24.4% |
| YTD | -29.7% | +28.1% | -57.7% | -35.6% |
| 1Y | -36.2% | +53.0% | -89.2% | -45.0% |
| 3Y | -16.4% | +97.9% | -114.2% | -34.9% |
| 5Y | -23.8% | +112.0% | -135.8% | -44.1% |
| All | +198.7% | +181.3% | +17.4% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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