+212.8%
RDDT vs PPG
-21.4%
+234.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.4% |
| 7D | +2.1% | -6.2% | +8.4% | +5.2% |
| 30D | +2.8% | -7.9% | +10.8% | +6.8% |
| 3M | -8.9% | -10.2% | +1.3% | -4.5% |
| 6M | +15.1% | +2.7% | +12.4% | +13.6% |
| YTD | -31.4% | +4.9% | -36.2% | -34.7% |
| 1Y | -39.4% | -3.2% | -36.3% | -39.9% |
| All | +212.8% | -21.4% | +234.1% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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