-24.6%
PDD vs RRX
+16.5%
-41.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | -15.5% | -8.0% | -7.5% | -13.5% |
| 3M | -4.1% | -25.1% | +21.0% | +2.3% |
| 6M | -23.4% | -18.3% | -5.1% | -21.6% |
| YTD | -30.7% | +14.2% | -44.8% | -37.5% |
| 1Y | -37.6% | +13.0% | -50.7% | -44.0% |
| 3Y | -17.5% | +4.2% | -21.7% | -27.3% |
| 5Y | -24.6% | +17.9% | -42.5% | -34.7% |
| All | -24.6% | +16.5% | -41.2% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling