-14.9%
PDD vs RMBS
+53.3%
-68.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | -9.6% | -12.2% | +2.6% | -8.3% |
| 3M | -4.3% | -49.5% | +45.3% | +3.8% |
| 6M | -18.8% | -7.1% | -11.6% | -20.6% |
| YTD | -27.5% | -7.0% | -20.5% | -30.0% |
| 1Y | -33.6% | +13.3% | -47.0% | -38.6% |
| All | -14.9% | +53.3% | -68.3% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling