+198.7%
PDD vs RMD
+119.5%
+79.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -1.9% |
| 7D | -4.1% | -4.5% | +0.3% | -2.5% |
| 30D | -13.1% | +4.6% | -17.7% | -14.6% |
| 3M | -3.5% | +14.8% | -18.3% | -8.6% |
| 6M | -21.8% | -12.1% | -9.7% | -18.7% |
| YTD | -29.7% | -7.5% | -22.2% | -28.4% |
| 1Y | -36.2% | -20.1% | -16.2% | -31.7% |
| 3Y | -16.4% | +53.9% | -70.2% | -34.3% |
| 5Y | -23.8% | -22.2% | -1.6% | -22.0% |
| All | +198.7% | +119.5% | +79.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RMD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling