+207.9%
PDD vs RRC
+180.0%
+28.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -4.3% | +4.0% | -8.3% | -4.9% |
| 6M | -18.8% | +1.6% | -20.3% | -19.2% |
| YTD | -27.5% | +19.7% | -47.2% | -29.4% |
| 1Y | -33.6% | +21.4% | -55.0% | -35.6% |
| 3Y | -20.4% | +29.7% | -50.1% | -24.3% |
| 5Y | -19.6% | +153.9% | -173.5% | -31.0% |
| All | +207.9% | +180.0% | +28.0% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling