-25.7%
PDD vs RVMD
+835.3%
-861.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.2% |
| 7D | -1.4% | +6.4% | -7.8% | -1.8% |
| 30D | -1.0% | +5.5% | -6.5% | -1.4% |
| 3M | -12.3% | -2.4% | -9.8% | -12.3% |
| 6M | -18.5% | +41.1% | -59.6% | -20.2% |
| YTD | -29.0% | +151.3% | -180.3% | -33.3% |
| 1Y | -40.7% | +228.1% | -268.8% | -45.6% |
| 3Y | -25.7% | +899.8% | -925.4% | -42.3% |
| All | -25.7% | +835.3% | -861.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling