+57.0%
RGTI vs PDD
-22.9%
+79.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | +2.5% | -4.4% | +6.9% | +3.7% |
| 30D | -13.7% | -15.5% | +1.8% | -10.0% |
| 3M | -22.6% | -4.1% | -18.5% | -22.1% |
| 6M | -13.4% | -23.4% | +10.0% | -7.8% |
| YTD | -31.2% | -30.7% | -0.5% | -24.7% |
| 1Y | -7.6% | -37.6% | +30.0% | +3.8% |
| 3Y | +669.7% | -17.5% | +687.2% | +650.9% |
| 5Y | +57.0% | -24.6% | +81.6% | +27.9% |
| All | +57.0% | -22.9% | +79.9% | +27.9% |
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