-33.6%
PDD vs RBRK
+6.4%
-40.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.6% |
| 7D | -4.1% | +0.7% | -4.7% | -4.1% |
| 30D | -9.6% | +10.4% | -20.0% | -10.7% |
| 3M | -4.3% | +21.6% | -25.9% | -6.5% |
| 6M | -18.8% | +70.7% | -89.5% | -22.7% |
| YTD | -27.5% | +22.5% | -50.0% | -29.3% |
| 1Y | -33.6% | +8.2% | -41.9% | -34.9% |
| All | -33.6% | +6.4% | -40.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling