-13.6%
PDD vs RBA
+45.7%
-59.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.6% |
| 7D | -4.9% | +1.7% | -6.6% | -5.3% |
| 30D | -3.0% | +8.3% | -11.4% | -5.1% |
| 3M | -6.2% | +10.5% | -16.7% | -8.8% |
| 6M | -20.7% | -5.9% | -14.8% | -20.3% |
| YTD | -30.4% | -6.9% | -23.5% | -30.1% |
| 1Y | -41.3% | -4.9% | -36.4% | -41.5% |
| 3Y | -27.7% | +64.5% | -92.2% | -41.4% |
| All | -13.6% | +45.7% | -59.3% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling