-23.8%
PDD vs RJF
+105.7%
-129.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -4.1% | +1.8% | -5.9% | -4.9% |
| 30D | -13.1% | 0.0% | -13.1% | -13.2% |
| 3M | -3.5% | +18.0% | -21.4% | -10.3% |
| 6M | -21.8% | +17.0% | -38.8% | -27.1% |
| YTD | -29.7% | +11.1% | -40.8% | -33.4% |
| 1Y | -36.2% | +8.0% | -44.2% | -39.0% |
| 3Y | -16.4% | +73.3% | -89.6% | -40.4% |
| 5Y | -23.8% | +107.4% | -131.3% | -53.8% |
| All | -23.8% | +105.7% | -129.6% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling