+214.4%
PDD vs RBA
+238.9%
-24.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +5.9% | +7.3% | -1.4% | +3.8% |
| 30D | +7.1% | +16.9% | -9.9% | +2.3% |
| 3M | -7.7% | -0.5% | -7.2% | -7.8% |
| 6M | -13.2% | -10.4% | -2.8% | -11.4% |
| YTD | -26.0% | -7.2% | -18.7% | -25.5% |
| 1Y | -38.4% | -2.2% | -36.2% | -39.1% |
| 3Y | -21.1% | +43.7% | -64.8% | -32.7% |
| 5Y | +0.3% | +38.7% | -38.3% | -16.0% |
| All | +214.4% | +238.9% | -24.5% | +99.1% |
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 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