+195.8%
PDD vs RJF
+199.1%
-3.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -4.9% | +3.6% | -8.5% | -6.0% |
| 30D | -3.0% | +7.2% | -10.3% | -5.3% |
| 3M | -6.2% | -6.5% | +0.3% | -4.4% |
| 6M | -20.7% | +10.3% | -31.0% | -23.4% |
| YTD | -30.4% | +6.5% | -36.9% | -32.2% |
| 1Y | -41.3% | +6.1% | -47.4% | -42.8% |
| 3Y | -27.7% | +74.9% | -102.6% | -42.0% |
| 5Y | -16.9% | +81.3% | -98.2% | -34.6% |
| All | +195.8% | +199.1% | -3.3% | +149.4% |
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