-18.4%
PDD vs RRC
+132.2%
-150.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -7.6% | +2.5% | -10.2% | -7.9% |
| 30D | -5.4% | +21.1% | -26.5% | -8.0% |
| 3M | -12.9% | +28.4% | -41.3% | -16.0% |
| 6M | -19.0% | +26.5% | -45.5% | -21.9% |
| YTD | -31.6% | +47.0% | -78.6% | -35.8% |
| 1Y | -43.0% | +35.2% | -78.2% | -45.8% |
| 3Y | -28.9% | +61.0% | -89.9% | -35.2% |
| 5Y | -18.4% | +133.6% | -152.0% | -22.9% |
| All | -18.4% | +132.2% | -150.6% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling