-24.6%
PDD vs RSG
+90.2%
-114.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -15.5% | +3.7% | -19.1% | -15.5% |
| 3M | -4.1% | +6.2% | -10.2% | -4.1% |
| 6M | -23.4% | -2.8% | -20.6% | -23.2% |
| YTD | -30.7% | +5.9% | -36.6% | -30.8% |
| 1Y | -37.6% | -1.8% | -35.9% | -37.4% |
| 3Y | -17.5% | +57.5% | -75.0% | -24.0% |
| 5Y | -24.6% | +91.1% | -115.7% | -35.2% |
| All | -24.6% | +90.2% | -114.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling