+207.9%
PDD vs RUN
-40.9%
+248.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -4.1% | +1.3% | -5.3% | -4.3% |
| 30D | -9.6% | -15.3% | +5.7% | -7.2% |
| 3M | -4.3% | -40.0% | +35.7% | +3.8% |
| 6M | -18.8% | -27.0% | +8.2% | -16.0% |
| YTD | -27.5% | -51.7% | +24.2% | -21.1% |
| 1Y | -33.6% | -45.9% | +12.3% | -30.6% |
| 3Y | -20.4% | -43.8% | +23.4% | -35.5% |
| 5Y | -19.6% | -80.5% | +60.9% | -22.6% |
| All | +207.9% | -40.9% | +248.8% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling