+207.9%
PDD vs RY
+263.3%
-55.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -4.1% | +3.1% | -7.2% | -5.8% |
| 30D | -9.6% | -0.3% | -9.3% | -9.6% |
| 3M | -4.3% | +8.7% | -12.9% | -9.4% |
| 6M | -18.8% | +28.5% | -47.3% | -30.6% |
| YTD | -27.5% | +25.1% | -52.6% | -37.0% |
| 1Y | -33.6% | +46.3% | -79.9% | -47.6% |
| 3Y | -20.4% | +154.9% | -175.3% | -56.0% |
| 5Y | -19.6% | +140.3% | -159.9% | -52.8% |
| All | +207.9% | +263.3% | -55.4% | +64.5% |
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