-0.3%
PDD vs RVTY
-7.4%
+7.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.0% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | +5.8% | +1.0% | +4.7% | +4.9% |
| 3M | -8.6% | +35.8% | -44.4% | -18.6% |
| 6M | -18.8% | +56.7% | -75.5% | -32.2% |
| YTD | -26.8% | +60.7% | -87.5% | -40.3% |
| 1Y | -39.3% | +73.7% | -113.0% | -52.3% |
| 3Y | -22.5% | +82.8% | -105.3% | -46.4% |
| All | -0.3% | -7.4% | +7.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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