+207.9%
PDD vs RRX
+123.1%
+84.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -4.1% | +3.4% | -7.5% | -5.1% |
| 30D | -9.6% | -11.1% | +1.5% | -6.4% |
| 3M | -4.3% | -23.7% | +19.5% | +1.9% |
| 6M | -18.8% | -22.0% | +3.2% | -15.3% |
| YTD | -27.5% | +16.5% | -44.0% | -34.8% |
| 1Y | -33.6% | +11.5% | -45.1% | -39.8% |
| 3Y | -20.4% | +1.5% | -21.9% | -29.3% |
| 5Y | -19.6% | +18.3% | -37.8% | -33.8% |
| All | +207.9% | +123.1% | +84.8% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling