+211.0%
PDD vs RJF
+188.7%
+22.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +5.6% | +3.6% | +2.1% | +4.4% |
| 30D | +5.8% | +3.5% | +2.2% | +4.6% |
| 3M | -8.6% | -8.9% | +0.3% | -6.1% |
| 6M | -18.8% | +2.9% | -21.7% | -19.8% |
| YTD | -26.8% | +2.8% | -29.6% | -27.9% |
| 1Y | -39.3% | +2.7% | -41.9% | -40.2% |
| 3Y | -22.5% | +69.3% | -91.8% | -37.2% |
| 5Y | -0.8% | +75.0% | -75.8% | -21.0% |
| All | +211.0% | +188.7% | +22.2% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling