+206.2%
RDDT vs PDD
-36.7%
+242.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +1.0% | -4.1% | +5.0% | +1.6% |
| 30D | -0.5% | -9.6% | +9.1% | +1.0% |
| 3M | -16.0% | -4.3% | -11.7% | -15.8% |
| 6M | +4.9% | -18.8% | +23.6% | +7.2% |
| YTD | -32.8% | -27.5% | -5.3% | -30.5% |
| 1Y | -33.5% | -33.6% | +0.2% | -30.5% |
| All | +206.2% | -36.7% | +242.9% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling