+194.4%
PDD vs RJF
+210.1%
-15.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | -15.5% | -2.0% | -13.5% | -15.0% |
| 3M | -4.1% | +16.3% | -20.4% | -8.8% |
| 6M | -23.4% | +16.9% | -40.3% | -27.3% |
| YTD | -30.7% | +10.4% | -41.1% | -33.2% |
| 1Y | -37.6% | +7.4% | -45.1% | -39.5% |
| 3Y | -17.5% | +72.2% | -89.8% | -33.5% |
| 5Y | -24.6% | +105.1% | -129.7% | -42.4% |
| All | +194.4% | +210.1% | -15.7% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling