+211.0%
PDD vs RY
+249.2%
-38.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | +5.6% | -0.9% | +6.5% | +6.1% |
| 30D | +5.8% | +5.9% | -0.1% | +2.2% |
| 3M | -8.6% | -4.3% | -4.3% | -6.7% |
| 6M | -18.8% | +12.1% | -31.0% | -25.0% |
| YTD | -26.8% | +20.3% | -47.0% | -35.0% |
| 1Y | -39.3% | +41.0% | -80.3% | -51.1% |
| 3Y | -22.5% | +157.5% | -180.0% | -57.6% |
| 5Y | -0.8% | +123.2% | -124.0% | -39.8% |
| All | +211.0% | +249.2% | -38.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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