+197.4%
PDD vs RBA
+243.8%
-46.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -1.0% | +3.2% | -4.2% | -1.9% |
| 30D | -2.4% | +12.0% | -14.4% | -5.6% |
| 3M | -14.6% | +2.9% | -17.5% | -15.6% |
| 6M | -19.6% | -6.3% | -13.4% | -19.1% |
| YTD | -30.0% | -5.9% | -24.1% | -29.9% |
| 1Y | -42.5% | -3.9% | -38.6% | -42.8% |
| 3Y | -27.2% | +64.9% | -92.1% | -40.6% |
| 5Y | -8.2% | +48.5% | -56.7% | -24.7% |
| All | +197.4% | +243.8% | -46.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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