+211.0%
PDD vs ROST
+183.5%
+27.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +5.6% | +1.2% | +4.4% | +5.1% |
| 30D | +5.8% | +2.5% | +3.3% | +4.8% |
| 3M | -8.6% | -9.0% | +0.3% | -6.2% |
| 6M | -18.8% | +1.3% | -20.2% | -19.9% |
| YTD | -26.8% | +29.1% | -55.8% | -33.2% |
| 1Y | -39.3% | +45.4% | -84.7% | -46.9% |
| 3Y | -22.5% | +94.9% | -117.3% | -39.4% |
| 5Y | -0.8% | +104.0% | -104.8% | -26.8% |
| All | +211.0% | +183.5% | +27.5% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling