+191.5%
PDD vs RSG
+252.0%
-60.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.6% | -1.8% | -2.8% | -4.5% |
| 30D | -14.0% | +2.8% | -16.8% | -14.2% |
| 3M | -4.9% | +4.3% | -9.2% | -5.2% |
| 6M | -25.8% | -0.5% | -25.2% | -25.7% |
| YTD | -31.4% | +5.2% | -36.6% | -31.7% |
| 1Y | -37.6% | -2.1% | -35.4% | -37.5% |
| 3Y | -18.4% | +56.5% | -74.9% | -23.8% |
| 5Y | -25.0% | +89.5% | -114.5% | -32.3% |
| All | +191.5% | +252.0% | -60.5% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RSG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling