+137.8%
RSP vs PDD
+216.8%
-79.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 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% | +16.6% |
| 1Y | +17.6% | -38.4% | +56.1% | +21.1% |
| 3Y | +60.8% | -21.1% | +81.9% | +60.1% |
| 5Y | +46.1% | +0.3% | +45.8% | +37.5% |
| All | +137.8% | +216.8% | -79.0% | +92.5% |
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