+211.0%
PDD vs RCAT
-43.9%
+254.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.6% | -19.7% | -1.1% |
| 7D | +5.6% | -12.7% | +18.4% | +5.6% |
| 30D | +5.8% | -34.3% | +40.1% | +5.7% |
| 3M | -8.6% | -53.4% | +44.8% | -8.7% |
| 6M | -18.8% | -62.0% | +43.1% | -18.9% |
| YTD | -26.8% | -49.1% | +22.3% | -26.8% |
| 1Y | -39.3% | -53.1% | +13.9% | -39.3% |
| 3Y | -22.5% | +318.7% | -341.1% | -21.2% |
| 5Y | -0.8% | +48.5% | -49.3% | +0.6% |
| All | +211.0% | -43.9% | +254.9% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling