-27.2%
PDD vs RRX
+73.4%
-100.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -2.4% | +9.0% | -11.4% | -4.1% |
| 3M | -14.6% | +4.0% | -18.6% | -15.5% |
| 6M | -19.6% | -15.7% | -3.9% | -18.5% |
| YTD | -30.0% | +29.0% | -59.0% | -36.1% |
| 1Y | -42.5% | +35.2% | -77.8% | -48.2% |
| 3Y | -27.2% | +67.7% | -94.9% | -31.3% |
| All | -27.2% | +73.4% | -100.6% | -31.3% |
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 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