+119.7%
PDD vs RVMD
+644.5%
-524.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.1% | +1.0% | -5.1% | -4.3% |
| 30D | -9.6% | +6.4% | -16.0% | -10.8% |
| 3M | -4.3% | +34.9% | -39.2% | -10.3% |
| 6M | -18.8% | +107.6% | -126.3% | -31.8% |
| YTD | -27.5% | +163.7% | -191.2% | -43.3% |
| 1Y | -33.6% | +439.2% | -472.8% | -56.4% |
| 3Y | -20.4% | +499.2% | -519.6% | -53.1% |
| 5Y | -19.6% | +621.7% | -641.3% | -59.7% |
| All | +119.7% | +644.5% | -524.8% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling