-36.2%
PDD vs ROST
+53.6%
-89.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -13.1% | -10.0% | -3.1% | -11.4% |
| 3M | -3.5% | +1.2% | -4.7% | -3.7% |
| 6M | -21.8% | +8.9% | -30.7% | -23.4% |
| YTD | -29.7% | +28.1% | -57.7% | -34.3% |
| 1Y | -36.2% | +53.0% | -89.2% | -44.9% |
| All | -36.2% | +53.6% | -89.8% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling