+375.1%
DDOG vs PDD
+131.3%
+243.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -19.1% | -1.0% | -18.1% | -19.1% |
| 30D | -39.2% | -2.4% | -36.8% | -39.0% |
| 3M | -31.6% | -14.6% | -17.0% | -29.4% |
| 6M | -10.9% | -19.6% | +8.7% | -6.8% |
| YTD | +31.2% | -30.0% | +61.2% | +41.0% |
| 1Y | -10.7% | -42.5% | +31.8% | +0.7% |
| 3Y | +72.1% | -27.2% | +99.3% | +71.0% |
| 5Y | -5.5% | -8.2% | +2.7% | -22.8% |
| All | +375.1% | +131.3% | +243.8% | +133.0% |
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