+95.2%
RDDT vs PDD
-39.2%
+134.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | +3.5% | -4.9% | +8.4% | +4.3% |
| 30D | -33.7% | -3.0% | -30.7% | -33.5% |
| 3M | -37.7% | -6.2% | -31.6% | -37.2% |
| 6M | -36.1% | -20.7% | -15.4% | -34.5% |
| YTD | -57.2% | -30.4% | -26.8% | -55.5% |
| 1Y | -48.0% | -41.3% | -6.8% | -45.1% |
| All | +95.2% | -39.2% | +134.4% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling