+11.7%
DASH vs PDD
-49.2%
+61.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.8% |
| 7D | -10.6% | -4.1% | -6.5% | -9.5% |
| 30D | +2.2% | -9.6% | +11.8% | +4.9% |
| 3M | +32.3% | -4.3% | +36.5% | +33.6% |
| 6M | +19.1% | -18.8% | +37.9% | +25.2% |
| YTD | -6.5% | -27.5% | +21.0% | +1.4% |
| 1Y | -14.9% | -33.6% | +18.7% | -5.6% |
| 3Y | +151.9% | -20.4% | +172.3% | +141.2% |
| 5Y | +9.4% | -19.6% | +29.0% | -14.6% |
| All | +11.7% | -49.2% | +61.0% | -2.7% |
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