-0.3%
PDD vs RMBS
+208.7%
-209.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.0% | -8.1% | -2.5% |
| 7D | +5.6% | -12.0% | +17.6% | +7.7% |
| 30D | +5.8% | -33.1% | +38.9% | +14.0% |
| 3M | -8.6% | -23.7% | +15.1% | -5.0% |
| 6M | -18.8% | -42.7% | +23.8% | -12.1% |
| YTD | -26.8% | -18.9% | -7.9% | -30.8% |
| 1Y | -39.3% | -30.0% | -9.3% | -40.5% |
| 3Y | -22.5% | +28.8% | -51.3% | -45.7% |
| All | -0.3% | +208.7% | -209.0% | -72.2% |
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