-100.0%
DFNS vs PDD
-3.7%
-96.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.8% |
| 7D | -6.0% | -4.9% | -1.1% | -5.1% |
| 30D | -71.2% | -3.0% | -68.1% | -71.1% |
| 3M | -94.5% | -6.2% | -88.4% | -94.5% |
| 6M | -96.5% | -20.7% | -75.8% | -96.4% |
| YTD | -99.6% | -30.4% | -69.3% | -99.6% |
| 1Y | -99.7% | -41.3% | -58.4% | -99.7% |
| 3Y | -100.0% | -27.7% | -72.3% | -100.0% |
| 5Y | -100.0% | -16.9% | -83.1% | -100.0% |
| All | -100.0% | -3.7% | -96.3% | -100.0% |
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