-38.1%
PDD vs RBRK
+130.3%
-168.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.6% | -3.5% | -1.1% | -4.4% |
| 30D | -14.0% | -8.3% | -5.7% | -13.7% |
| 3M | -4.9% | +24.7% | -29.5% | -7.5% |
| 6M | -25.8% | +58.9% | -84.7% | -29.7% |
| YTD | -31.4% | +16.3% | -47.6% | -33.2% |
| 1Y | -37.6% | +10.1% | -47.7% | -39.1% |
| All | -38.1% | +130.3% | -168.5% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling