-53.5%
PDD vs RDW
-0.7%
-52.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -5.4% | +0.9% | -6.2% | -5.5% |
| 30D | -12.6% | -21.3% | +8.7% | -10.9% |
| 3M | -4.3% | -37.9% | +33.6% | -1.0% |
| 6M | -24.4% | +12.3% | -36.7% | -28.2% |
| YTD | -31.4% | +39.7% | -71.1% | -37.4% |
| 1Y | -38.1% | +25.7% | -63.8% | -43.8% |
| 3Y | -20.1% | +230.8% | -251.0% | -49.9% |
| 5Y | -25.0% | -8.8% | -16.2% | -46.5% |
| All | -53.5% | -0.7% | -52.7% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling