-33.6%
PDD vs RJF
+7.8%
-41.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | -9.6% | -1.3% | -8.3% | -9.3% |
| 3M | -4.3% | +18.9% | -23.2% | -10.3% |
| 6M | -18.8% | +15.0% | -33.8% | -23.8% |
| YTD | -27.5% | +12.2% | -39.7% | -31.9% |
| 1Y | -33.6% | +5.6% | -39.3% | -38.3% |
| All | -33.6% | +7.8% | -41.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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