-37.6%
PDD vs RSG
-2.0%
-35.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.1% |
| 7D | -4.6% | -1.8% | -2.8% | -5.1% |
| 30D | -14.0% | +2.8% | -16.8% | -13.4% |
| 3M | -4.9% | +4.3% | -9.2% | -3.5% |
| 6M | -25.8% | -0.5% | -25.2% | -25.9% |
| YTD | -31.4% | +5.2% | -36.6% | -29.7% |
| 1Y | -37.6% | -2.1% | -35.4% | -36.3% |
| All | -37.6% | -2.0% | -35.5% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling