+190.4%
PDD vs RMBS
+542.3%
-351.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -7.6% | +21.9% | -29.6% | -12.8% |
| 30D | -5.4% | -13.4% | +8.0% | -2.9% |
| 3M | -12.9% | -15.9% | +3.0% | -10.9% |
| 6M | -19.0% | -34.8% | +15.8% | -13.6% |
| YTD | -31.6% | -7.5% | -24.1% | -38.8% |
| 1Y | -43.0% | -16.9% | -26.1% | -47.4% |
| 3Y | -28.9% | +35.5% | -64.4% | -53.4% |
| 5Y | -18.4% | +254.2% | -272.6% | -71.3% |
| All | +190.4% | +542.3% | -351.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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