-20.1%
PDD vs RDW
+249.5%
-269.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.0% |
| 7D | -4.6% | +4.8% | -9.5% | -4.7% |
| 30D | -14.0% | -19.5% | +5.6% | -13.6% |
| 3M | -4.9% | -26.9% | +22.0% | -4.4% |
| 6M | -25.8% | +17.8% | -43.5% | -27.0% |
| YTD | -31.4% | +43.0% | -74.4% | -33.0% |
| 1Y | -37.6% | +32.1% | -69.6% | -39.1% |
| All | -20.1% | +249.5% | -269.6% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling