-16.7%
RKT vs PDD
-14.8%
-1.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +17.7% | +5.6% | +12.0% | +16.8% |
| 30D | +31.6% | +5.8% | +25.9% | +30.6% |
| 3M | +13.9% | -8.6% | +22.5% | +15.2% |
| 6M | +2.8% | -18.8% | +21.6% | +5.4% |
| YTD | -22.2% | -26.8% | +4.6% | -19.0% |
| 1Y | -3.5% | -39.3% | +35.8% | +2.9% |
| 3Y | +95.3% | -22.5% | +117.8% | +95.3% |
| 5Y | -0.4% | -0.8% | +0.4% | -10.8% |
| All | -16.7% | -14.8% | -1.9% | -31.7% |
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