-6.6%
RKT vs PDD
-15.5%
+8.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -4.7% |
| 7D | -7.5% | -7.6% | +0.2% | -6.3% |
| 30D | +26.6% | -5.4% | +32.0% | +27.8% |
| 3M | -2.4% | -12.9% | +10.5% | -0.3% |
| 6M | -7.4% | -19.0% | +11.6% | -4.6% |
| YTD | -29.2% | -31.6% | +2.4% | -25.0% |
| 1Y | -23.5% | -43.0% | +19.5% | -16.7% |
| 3Y | +73.9% | -28.9% | +102.8% | +75.8% |
| 5Y | -6.6% | -18.4% | +11.8% | -13.1% |
| All | -6.6% | -15.5% | +8.9% | -13.1% |
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