+167.3%
RTX vs PDD
+213.3%
-46.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -5.1% | +5.6% | -10.8% | -5.4% |
| 30D | +5.1% | +5.8% | -0.6% | +4.9% |
| 3M | -14.8% | -8.6% | -6.2% | -14.5% |
| 6M | +8.0% | -18.8% | +26.9% | +8.9% |
| YTD | +4.5% | -26.8% | +31.2% | +5.7% |
| 1Y | +9.8% | -39.3% | +49.1% | +12.0% |
| 3Y | +144.2% | -22.5% | +166.7% | +143.2% |
| 5Y | +131.4% | -0.8% | +132.2% | +122.9% |
| All | +167.3% | +213.3% | -46.0% | +115.7% |
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 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