+190.3%
RDDT vs PDD
-39.5%
+229.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.7% |
| 7D | -7.4% | -4.4% | -2.9% | -6.7% |
| 30D | -7.7% | -15.5% | +7.7% | -5.4% |
| 3M | -17.8% | -4.1% | -13.7% | -17.4% |
| 6M | +5.5% | -23.4% | +28.9% | +8.8% |
| YTD | -36.3% | -30.7% | -5.6% | -33.6% |
| 1Y | -39.0% | -37.6% | -1.4% | -35.8% |
| All | +190.3% | -39.5% | +229.8% | +172.4% |
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