-5.1%
DASH vs PDD
-48.2%
+43.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.6% | -10.0% |
| 7D | +0.5% | +5.9% | -5.4% | -1.1% |
| 30D | -7.1% | +7.1% | -14.2% | -8.8% |
| 3M | -13.2% | -7.7% | -5.5% | -11.3% |
| 6M | +8.3% | -13.2% | +21.5% | +11.8% |
| YTD | -20.6% | -26.0% | +5.4% | -14.3% |
| 1Y | -24.4% | -38.4% | +14.0% | -14.2% |
| 3Y | +94.5% | -21.1% | +115.6% | +87.6% |
| 5Y | -9.4% | +0.3% | -9.8% | -32.8% |
| All | -5.1% | -48.2% | +43.1% | -17.8% |
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