-27.3%
PDD vs RRC
+58.0%
-85.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.7% |
| 7D | -1.0% | -5.2% | +4.2% | -0.6% |
| 30D | -2.4% | +25.2% | -27.6% | -4.4% |
| 3M | -14.6% | +27.4% | -42.0% | -16.6% |
| 6M | -19.6% | +27.0% | -46.6% | -21.5% |
| YTD | -30.0% | +46.3% | -76.3% | -33.2% |
| 1Y | -42.5% | +37.1% | -79.6% | -44.7% |
| All | -27.3% | +58.0% | -85.3% | -32.5% |
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 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