-38.6%
PDD vs RDW
+9.7%
-48.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +2.6% |
| 7D | +6.0% | -14.3% | +20.4% | +6.4% |
| 30D | +5.5% | -26.0% | +31.4% | +6.2% |
| 3M | -9.8% | -27.4% | +17.6% | -9.2% |
| 6M | -16.0% | -10.6% | -5.3% | -19.1% |
| YTD | -27.6% | +1.6% | -29.1% | -32.1% |
| 1Y | -38.6% | +11.1% | -49.7% | -43.2% |
| All | -38.6% | +9.7% | -48.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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