+201.5%
PDD vs RMBS
+510.3%
-308.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.4% | -5.3% |
| 7D | -1.4% | -3.9% | +2.4% | -1.4% |
| 30D | -1.0% | -24.9% | +23.8% | +5.6% |
| 3M | -12.3% | -20.5% | +8.2% | -8.9% |
| 6M | -18.5% | -37.5% | +19.0% | -12.0% |
| YTD | -29.0% | -12.1% | -16.9% | -35.6% |
| 1Y | -40.7% | -25.0% | -15.7% | -43.5% |
| 3Y | -25.7% | +36.1% | -61.8% | -52.1% |
| 5Y | -3.3% | +236.1% | -239.4% | -65.5% |
| All | +201.5% | +510.3% | -308.8% | -30.2% |
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