-18.7%
PDD vs RRC
+31.1%
-49.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.1% | +1.3% | -5.4% | -4.2% |
| 30D | -9.6% | +10.1% | -19.7% | -10.5% |
| 3M | -4.3% | +4.0% | -8.3% | -4.7% |
| 6M | -18.8% | +1.6% | -20.3% | -19.1% |
| YTD | -27.5% | +19.7% | -47.2% | -29.5% |
| 1Y | -33.6% | +21.4% | -55.0% | -35.7% |
| All | -18.7% | +31.1% | -49.7% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling