+197.4%
PDD vs RSG
+295.5%
-98.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -1.0% | +2.0% | -2.9% | -1.1% |
| 30D | -2.4% | +14.2% | -16.6% | -3.4% |
| 3M | -14.6% | +15.8% | -30.4% | -15.6% |
| 6M | -19.6% | +24.6% | -44.2% | -21.0% |
| YTD | -30.0% | +18.2% | -48.2% | -31.0% |
| 1Y | -42.5% | +22.8% | -65.3% | -43.6% |
| 3Y | -27.2% | +62.4% | -89.6% | -31.8% |
| 5Y | -8.2% | +96.0% | -104.3% | -17.0% |
| All | +197.4% | +295.5% | -98.2% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling