+102.1%
DASH vs PDD
-22.3%
+124.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.2% | -11.6% | -9.7% |
| 7D | +0.5% | +5.9% | -5.4% | -0.3% |
| 30D | -7.1% | +7.1% | -14.2% | -7.9% |
| 3M | -13.2% | -7.7% | -5.5% | -12.4% |
| 6M | +8.3% | -13.2% | +21.5% | +9.6% |
| YTD | -20.6% | -26.0% | +5.4% | -18.1% |
| 1Y | -24.4% | -38.4% | +14.0% | -20.7% |
| All | +102.1% | -22.3% | +124.4% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling