+190.4%
PDD vs RUN
-43.3%
+233.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | -0.8% |
| 7D | -7.6% | -13.7% | +6.0% | -5.3% |
| 30D | -5.4% | +9.4% | -14.8% | -7.4% |
| 3M | -12.9% | -13.4% | +0.5% | -11.5% |
| 6M | -19.0% | -39.6% | +20.6% | -13.4% |
| YTD | -31.6% | -53.7% | +22.1% | -25.6% |
| 1Y | -43.0% | -56.2% | +13.2% | -37.7% |
| 3Y | -28.9% | -9.7% | -19.2% | -49.0% |
| 5Y | -18.4% | -85.5% | +67.1% | -16.5% |
| All | +190.4% | -43.3% | +233.7% | +73.6% |
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