+214.4%
PDD vs RCAT
-52.7%
+267.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.9% | +17.1% | +2.2% |
| 7D | +5.9% | -32.6% | +38.5% | +5.8% |
| 30D | +7.1% | -46.3% | +53.4% | +7.0% |
| 3M | -7.7% | -60.7% | +53.0% | -7.8% |
| 6M | -13.2% | -67.4% | +54.1% | -13.4% |
| YTD | -26.0% | -57.1% | +31.1% | -26.0% |
| 1Y | -38.4% | -63.8% | +25.4% | -38.5% |
| 3Y | -21.1% | +268.1% | -289.2% | -19.8% |
| 5Y | +0.3% | +25.2% | -24.8% | +1.7% |
| All | +214.4% | -52.7% | +267.1% | +304.4% |
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