+207.9%
PDD vs RBA
+198.8%
+9.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | -2.9% | -1.1% | -3.2% |
| 30D | -9.6% | -12.3% | +2.7% | -6.2% |
| 3M | -4.3% | -20.5% | +16.3% | +1.4% |
| 6M | -18.8% | -18.5% | -0.2% | -14.8% |
| YTD | -27.5% | -18.2% | -9.3% | -24.3% |
| 1Y | -33.6% | -27.5% | -6.1% | -28.3% |
| 3Y | -20.4% | +38.1% | -58.5% | -31.7% |
| 5Y | -19.6% | +44.8% | -64.4% | -34.0% |
| All | +207.9% | +198.8% | +9.2% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling