+207.7%
PDD vs RY
+264.2%
-56.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.6% | +0.7% |
| 7D | +6.0% | +2.5% | +3.6% | +4.6% |
| 30D | +5.5% | +8.4% | -3.0% | +0.6% |
| 3M | -9.8% | +1.2% | -11.0% | -10.7% |
| 6M | -16.0% | +19.4% | -35.4% | -25.0% |
| YTD | -27.6% | +25.4% | -53.0% | -37.2% |
| 1Y | -38.6% | +46.7% | -85.3% | -51.6% |
| 3Y | -22.8% | +168.6% | -191.4% | -58.7% |
| 5Y | -5.2% | +132.3% | -137.5% | -43.8% |
| All | +207.7% | +264.2% | -56.5% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling