-42.4%
PDD vs RCAT
-51.9%
+9.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -3.8% | +7.2% | -11.1% | -3.9% |
| 30D | -2.4% | -20.4% | +18.0% | -1.9% |
| 3M | -12.7% | -59.8% | +47.1% | -10.7% |
| 6M | -20.0% | -61.9% | +41.8% | -18.1% |
| YTD | -30.3% | -45.9% | +15.6% | -32.7% |
| 1Y | -42.4% | -50.5% | +8.1% | -44.9% |
| All | -42.4% | -51.9% | +9.5% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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