+170.6%
RTX vs PDD
+216.8%
-46.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.4% |
| 7D | -3.8% | +5.9% | -9.7% | -4.0% |
| 30D | +4.7% | +7.1% | -2.4% | +4.3% |
| 3M | -13.4% | -7.7% | -5.7% | -13.1% |
| 6M | +11.8% | -13.2% | +25.1% | +12.4% |
| YTD | +5.8% | -26.0% | +31.7% | +6.9% |
| 1Y | +11.9% | -38.4% | +50.3% | +14.0% |
| 3Y | +146.3% | -21.1% | +167.4% | +145.1% |
| 5Y | +134.3% | +0.3% | +134.0% | +125.5% |
| All | +170.6% | +216.8% | -46.2% | +118.3% |
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