-23.8%
PDD vs RMBS
+260.2%
-284.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.4% |
| 7D | -4.1% | +3.0% | -7.1% | -4.7% |
| 30D | -13.1% | -14.4% | +1.3% | -10.3% |
| 3M | -3.5% | -42.8% | +39.4% | +7.9% |
| 6M | -21.8% | -1.4% | -20.4% | -26.4% |
| YTD | -29.7% | -5.4% | -24.2% | -34.6% |
| 1Y | -36.2% | +18.6% | -54.8% | -46.0% |
| 3Y | -16.4% | +57.3% | -73.6% | -44.7% |
| 5Y | -23.8% | +265.7% | -289.5% | -74.4% |
| All | -23.8% | +260.2% | -284.1% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling