+195.8%
PDD vs RSG
+304.1%
-108.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.9% | +2.5% | -7.4% | -5.1% |
| 30D | -3.0% | +12.7% | -15.8% | -3.9% |
| 3M | -6.2% | +17.9% | -24.1% | -7.4% |
| 6M | -20.7% | +25.0% | -45.7% | -22.1% |
| YTD | -30.4% | +20.8% | -51.2% | -31.4% |
| 1Y | -41.3% | +24.3% | -65.5% | -42.4% |
| 3Y | -27.7% | +65.3% | -93.0% | -32.4% |
| 5Y | -16.9% | +99.1% | -115.9% | -24.9% |
| All | +195.8% | +304.1% | -108.4% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling