-6.4%
RGTI vs PDD
-38.3%
+31.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.1% | -4.6% | +4.5% | +1.9% |
| 30D | -16.2% | -14.0% | -2.2% | -10.5% |
| 3M | -22.0% | -4.9% | -17.2% | -21.1% |
| 6M | -10.8% | -25.8% | +15.0% | +6.1% |
| YTD | -31.6% | -31.4% | -0.2% | -14.4% |
| 1Y | -6.4% | -37.6% | +31.2% | +32.6% |
| All | -6.4% | -38.3% | +31.9% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling