-14.9%
PDD vs RCAT
+68.2%
-83.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -3.8% | +7.2% | -11.1% | -4.2% |
| 30D | -2.4% | -20.4% | +18.0% | -1.8% |
| 3M | -12.7% | -59.8% | +47.1% | -10.2% |
| 6M | -20.0% | -61.9% | +41.8% | -18.1% |
| YTD | -30.3% | -45.9% | +15.6% | -30.1% |
| 1Y | -42.4% | -50.5% | +8.1% | -42.2% |
| 3Y | -27.5% | +387.5% | -415.0% | -37.8% |
| 5Y | -14.9% | +70.9% | -85.8% | -11.8% |
| All | -14.9% | +68.2% | -83.2% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling