-27.7%
PDD vs ROST
+94.3%
-122.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.3% |
| 7D | -4.9% | +0.3% | -5.1% | -5.0% |
| 30D | -3.0% | +0.5% | -3.5% | -3.3% |
| 3M | -6.2% | -5.2% | -0.9% | -5.4% |
| 6M | -20.7% | +9.8% | -30.5% | -22.5% |
| YTD | -30.4% | +29.4% | -59.7% | -34.3% |
| 1Y | -41.3% | +44.4% | -85.6% | -46.0% |
| 3Y | -27.7% | +95.0% | -122.7% | -35.9% |
| All | -27.7% | +94.3% | -122.0% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling