-22.5%
PDD vs RMBS
+28.3%
-50.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.1% | -1.8% |
| 7D | +5.6% | -12.0% | +17.6% | +6.7% |
| 30D | +5.8% | -33.1% | +38.9% | +10.1% |
| 3M | -8.6% | -23.7% | +15.1% | -6.7% |
| 6M | -18.8% | -42.7% | +23.8% | -15.0% |
| YTD | -26.8% | -18.9% | -7.9% | -28.8% |
| 1Y | -39.3% | -30.0% | -9.3% | -39.8% |
| 3Y | -22.5% | +28.8% | -51.3% | -34.8% |
| All | -22.5% | +28.3% | -50.8% | -34.8% |
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 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