-22.5%
PDD vs RRC
+36.3%
-58.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.9% |
| 7D | +5.6% | -10.8% | +16.4% | +6.4% |
| 30D | +5.8% | +22.3% | -16.5% | +3.8% |
| 3M | -8.6% | +26.6% | -35.2% | -10.7% |
| 6M | -18.8% | +18.9% | -37.8% | -20.3% |
| YTD | -26.8% | +39.2% | -66.0% | -29.8% |
| 1Y | -39.3% | +34.0% | -73.2% | -41.6% |
| 3Y | -22.5% | +42.0% | -64.5% | -28.8% |
| All | -22.5% | +36.3% | -58.8% | -28.8% |
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