+61.6%
RSP vs PDD
-22.3%
+84.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.0% |
| 7D | -1.4% | +5.9% | -7.3% | -1.8% |
| 30D | +2.1% | +7.1% | -4.9% | +1.7% |
| 3M | -0.9% | -7.7% | +6.8% | -0.5% |
| 6M | +7.5% | -13.2% | +20.8% | +8.3% |
| YTD | +14.6% | -26.0% | +40.5% | +16.5% |
| 1Y | +17.6% | -38.4% | +56.1% | +20.9% |
| All | +61.6% | -22.3% | +84.0% | +62.9% |
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 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