-41.9%
PDD vs RJF
+3.3%
-45.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | -2.4% | +5.3% | -7.7% | -4.4% |
| 3M | -12.7% | -6.8% | -5.9% | -10.5% |
| 6M | -20.0% | +11.4% | -31.5% | -24.4% |
| YTD | -30.3% | +5.5% | -35.9% | -35.1% |
| All | -41.9% | +3.3% | -45.3% | -45.1% |
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