-53.0%
PDD vs RDW
0.0%
-53.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.0% |
| 7D | -4.4% | +3.6% | -8.0% | -4.8% |
| 30D | -15.5% | -18.4% | +3.0% | -14.1% |
| 3M | -4.1% | -32.1% | +28.0% | -1.7% |
| 6M | -23.4% | +10.9% | -34.3% | -27.1% |
| YTD | -30.7% | +40.8% | -71.5% | -36.8% |
| 1Y | -37.6% | +31.1% | -68.8% | -43.6% |
| 3Y | -17.5% | +245.2% | -262.7% | -48.8% |
| 5Y | -24.6% | -16.7% | -7.9% | -46.3% |
| All | -53.0% | 0.0% | -53.0% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling