+197.4%
PDD vs RMBS
+510.4%
-313.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | -8.4% | +7.5% | +0.5% |
| 30D | -2.4% | -24.9% | +22.5% | +4.2% |
| 3M | -14.6% | -15.8% | +1.2% | -12.7% |
| 6M | -19.6% | -37.5% | +17.9% | -13.2% |
| YTD | -30.0% | -12.1% | -17.9% | -36.4% |
| 1Y | -42.5% | -27.0% | -15.5% | -44.7% |
| 3Y | -27.2% | +28.8% | -56.0% | -51.6% |
| 5Y | -8.2% | +236.2% | -244.4% | -67.3% |
| All | +197.4% | +510.4% | -313.1% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling