+190.4%
PDD vs RRX
+147.8%
+42.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -7.6% | +12.6% | -20.3% | -11.0% |
| 30D | -5.4% | +10.6% | -16.0% | -9.1% |
| 3M | -12.9% | +4.6% | -17.6% | -15.1% |
| 6M | -19.0% | -13.6% | -5.4% | -18.1% |
| YTD | -31.6% | +29.4% | -61.0% | -41.1% |
| 1Y | -43.0% | +31.9% | -74.9% | -51.4% |
| 3Y | -28.9% | +68.3% | -97.2% | -48.5% |
| 5Y | -18.4% | +13.2% | -31.6% | -32.0% |
| All | +190.4% | +147.8% | +42.6% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling