-16.4%
PDD vs RRX
+4.1%
-20.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -4.1% | +4.3% | -8.4% | -4.8% |
| 30D | -13.1% | -8.0% | -5.1% | -11.9% |
| 3M | -3.5% | -22.0% | +18.5% | -0.4% |
| 6M | -21.8% | -11.9% | -9.9% | -22.0% |
| YTD | -29.7% | +17.1% | -46.8% | -34.3% |
| 1Y | -36.2% | +14.9% | -51.1% | -40.4% |
| 3Y | -16.4% | +6.9% | -23.2% | -17.7% |
| All | -16.4% | +4.1% | -20.5% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling