-22.3%
PDD vs RDW
+28.9%
-51.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.6% | -9.6% | -3.0% |
| 7D | -4.1% | +9.5% | -13.6% | -4.2% |
| 30D | -13.1% | -17.4% | +4.3% | -13.0% |
| 3M | -3.5% | -39.5% | +36.1% | -3.2% |
| All | -22.3% | +28.9% | -51.2% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling