+211.0%
PDD vs RRC
+225.5%
-14.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | +5.6% | -10.8% | +16.4% | +7.0% |
| 30D | +5.8% | +22.3% | -16.5% | +3.0% |
| 3M | -8.6% | +26.6% | -35.2% | -11.5% |
| 6M | -18.8% | +18.9% | -37.8% | -20.9% |
| YTD | -26.8% | +39.2% | -66.0% | -30.2% |
| 1Y | -39.3% | +34.0% | -73.2% | -42.0% |
| 3Y | -22.5% | +42.0% | -64.5% | -27.3% |
| 5Y | -0.8% | +111.9% | -112.6% | -13.2% |
| All | +211.0% | +225.5% | -14.5% | +155.3% |
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