-33.6%
PDD vs RRX
+14.9%
-48.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | +3.4% | -7.5% | -4.4% |
| 30D | -9.6% | -11.1% | +1.5% | -8.4% |
| 3M | -4.3% | -23.7% | +19.5% | -2.2% |
| 6M | -18.8% | -22.0% | +3.2% | -18.4% |
| YTD | -27.5% | +16.5% | -44.0% | -33.5% |
| 1Y | -33.6% | +11.5% | -45.1% | -38.5% |
| All | -33.6% | +14.9% | -48.5% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling