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  • RDDT vs PDD✓SelectedUSD · PDDRDDT vs PDD performance historyLatest closeAs of-3.29%09/08
Stock and ETF performance explorer

RDDT vs PDD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+196.2%
PDD return
-38.6%
Excess return
+234.8%
Maximum drawdown
-61.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioPDDExcessAlpha
1D-3.3%-3.0%-0.3%-2.8%
7D+3.3%-4.1%+7.4%+3.9%
30D-7.6%-13.1%+5.5%-5.7%
3M-12.7%-3.5%-9.2%-12.4%
6M+7.2%-21.8%+29.0%+10.2%
YTD-35.0%-29.7%-5.3%-32.5%
1Y-35.0%-36.2%+1.2%-31.8%
All+196.2%-38.6%+234.8%+177.2%

Cumulative growth

Daily Returns

Daily percentage return beside PDD.

Daily Out/Under-Performance

Portfolio return minus PDD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PDD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PDD 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling