-23.7%
PDD vs ROST
+111.8%
-135.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | +0.9% | -5.0% | -4.5% |
| 30D | -9.6% | -8.9% | -0.7% | -5.9% |
| 3M | -4.3% | -0.8% | -3.5% | -4.4% |
| 6M | -18.8% | +8.5% | -27.2% | -22.7% |
| YTD | -27.5% | +28.6% | -56.1% | -36.6% |
| 1Y | -33.6% | +52.3% | -86.0% | -46.8% |
| 3Y | -20.4% | +94.8% | -115.3% | -46.3% |
| All | -23.7% | +111.8% | -135.5% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling