+198.7%
PDD vs RUN
-38.7%
+237.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.7% |
| 7D | -4.1% | +10.2% | -14.3% | -5.9% |
| 30D | -13.1% | -9.6% | -3.5% | -11.7% |
| 3M | -3.5% | -31.5% | +28.0% | +2.2% |
| 6M | -21.8% | -18.7% | -3.1% | -20.8% |
| YTD | -29.7% | -49.9% | +20.2% | -24.0% |
| 1Y | -36.2% | -45.5% | +9.3% | -33.3% |
| 3Y | -16.4% | -34.1% | +17.7% | -34.9% |
| 5Y | -23.8% | -79.4% | +55.6% | -27.5% |
| All | +198.7% | -38.7% | +237.3% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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