+136.9%
RSP vs PDD
+213.3%
-76.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -1.0% | +5.6% | -6.7% | -1.4% |
| 30D | +2.6% | +5.8% | -3.2% | +2.2% |
| 3M | -0.8% | -8.6% | +7.8% | -0.2% |
| 6M | +6.3% | -18.8% | +25.1% | +7.6% |
| YTD | +14.1% | -26.8% | +40.9% | +16.2% |
| 1Y | +18.0% | -39.3% | +57.3% | +21.6% |
| 3Y | +61.0% | -22.5% | +83.5% | +60.5% |
| 5Y | +45.6% | -0.8% | +46.4% | +37.1% |
| All | +136.9% | +213.3% | -76.4% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling