-37.5%
PDD vs RBRK
+130.1%
-167.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -1.2% |
| 7D | -4.4% | +1.9% | -6.3% | -4.6% |
| 30D | -15.5% | -9.3% | -6.2% | -15.1% |
| 3M | -4.1% | +23.8% | -27.9% | -6.6% |
| 6M | -23.4% | +55.4% | -78.8% | -27.3% |
| YTD | -30.7% | +16.1% | -46.8% | -32.5% |
| 1Y | -37.6% | -9.8% | -27.8% | -38.1% |
| All | -37.5% | +130.1% | -167.6% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling