+195.9%
PDD vs RUN
-39.7%
+235.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | -3.8% | +3.2% | -7.0% | -4.6% |
| 30D | -2.4% | +19.5% | -21.9% | -5.9% |
| 3M | -12.7% | -9.6% | -3.1% | -11.9% |
| 6M | -20.0% | -37.3% | +17.3% | -15.0% |
| YTD | -30.3% | -50.7% | +20.4% | -25.1% |
| 1Y | -42.4% | -54.1% | +11.7% | -37.5% |
| 3Y | -27.5% | -3.9% | -23.6% | -48.6% |
| 5Y | -14.9% | -84.4% | +69.5% | -14.1% |
| All | +195.9% | -39.7% | +235.6% | +75.0% |
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