-38.1%
PDD vs RBRK
+124.5%
-162.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | -5.4% | -7.5% | +2.1% | -4.8% |
| 30D | -12.6% | -10.4% | -2.2% | -12.1% |
| 3M | -4.3% | +21.3% | -25.6% | -6.7% |
| 6M | -24.4% | +50.6% | -75.1% | -28.0% |
| YTD | -31.4% | +13.3% | -44.7% | -33.1% |
| 1Y | -38.1% | +11.2% | -49.4% | -39.7% |
| All | -38.1% | +124.5% | -162.6% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling