+195.8%
PDD vs RRX
+142.2%
+53.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.5% |
| 7D | -4.9% | +4.3% | -9.2% | -6.2% |
| 30D | -3.0% | +12.3% | -15.4% | -7.3% |
| 3M | -6.2% | +3.7% | -9.8% | -8.3% |
| 6M | -20.7% | -13.9% | -6.8% | -19.8% |
| YTD | -30.4% | +26.5% | -56.8% | -39.6% |
| 1Y | -41.3% | +29.3% | -70.6% | -49.6% |
| 3Y | -27.7% | +65.6% | -93.3% | -47.4% |
| 5Y | -16.9% | +10.6% | -27.5% | -30.3% |
| All | +195.8% | +142.2% | +53.6% | +90.3% |
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