+61.0%
RSP vs PDD
-23.2%
+84.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.3% |
| 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% | +21.4% |
| 3Y | +61.0% | -22.5% | +83.5% | +62.4% |
| All | +61.0% | -23.2% | +84.2% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling