+207.9%
PDD vs RVTY
+67.5%
+140.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +1.1% | -5.2% | -4.6% |
| 30D | -9.6% | +13.2% | -22.8% | -14.5% |
| 3M | -4.3% | +27.2% | -31.5% | -14.7% |
| 6M | -18.8% | +32.4% | -51.2% | -29.8% |
| YTD | -27.5% | +34.9% | -62.4% | -38.5% |
| 1Y | -33.6% | +52.4% | -86.0% | -47.5% |
| 3Y | -20.4% | +12.3% | -32.7% | -30.9% |
| 5Y | -19.6% | -30.8% | +11.2% | -7.3% |
| All | +207.9% | +67.5% | +140.4% | +122.9% |
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