+201.5%
PDD vs RRC
+226.4%
-24.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -1.4% | -10.3% | +8.9% | -0.2% |
| 30D | -1.0% | +19.5% | -20.5% | -3.4% |
| 3M | -12.3% | +27.9% | -40.2% | -15.1% |
| 6M | -18.5% | +21.2% | -39.7% | -20.7% |
| YTD | -29.0% | +39.6% | -68.6% | -32.4% |
| 1Y | -40.7% | +31.3% | -72.0% | -43.2% |
| 3Y | -25.7% | +51.9% | -77.6% | -30.8% |
| 5Y | -3.3% | +110.2% | -113.5% | -15.3% |
| All | +201.5% | +226.4% | -24.9% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling