+190.4%
PDD vs RBA
+237.1%
-46.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -7.6% | -0.5% | -7.1% | -7.5% |
| 30D | -5.4% | +6.8% | -12.3% | -7.3% |
| 3M | -12.9% | +9.5% | -22.4% | -15.4% |
| 6M | -19.0% | -8.2% | -10.8% | -18.0% |
| YTD | -31.6% | -7.7% | -23.9% | -31.1% |
| 1Y | -43.0% | -6.9% | -36.1% | -42.8% |
| 3Y | -28.9% | +61.6% | -90.5% | -41.6% |
| 5Y | -18.4% | +44.7% | -63.1% | -32.6% |
| All | +190.4% | +237.1% | -46.7% | +84.1% |
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