+211.0%
PDD vs RVTY
+99.6%
+111.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.2% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | +5.8% | +1.0% | +4.7% | +4.6% |
| 3M | -8.6% | +35.8% | -44.4% | -20.9% |
| 6M | -18.8% | +56.7% | -75.5% | -35.0% |
| YTD | -26.8% | +60.7% | -87.5% | -43.0% |
| 1Y | -39.3% | +73.7% | -113.0% | -54.7% |
| 3Y | -22.5% | +82.8% | -105.3% | -48.5% |
| 5Y | -0.8% | -7.0% | +6.3% | -2.0% |
| All | +211.0% | +99.6% | +111.3% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling