-35.9%
RBLX vs PDD
-50.6%
+14.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | +8.0% | -4.4% | +12.5% | +9.4% |
| 30D | +20.2% | -15.5% | +35.6% | +25.9% |
| 3M | +3.5% | -4.1% | +7.6% | +4.4% |
| 6M | -28.9% | -23.4% | -5.5% | -24.0% |
| YTD | -45.1% | -30.7% | -14.4% | -39.7% |
| 1Y | -66.2% | -37.6% | -28.6% | -61.8% |
| 3Y | +53.5% | -17.5% | +71.0% | +43.8% |
| 5Y | -48.4% | -24.6% | -23.8% | -56.2% |
| All | -35.9% | -50.6% | +14.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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