-100.0%
DFNS vs PDD
-27.2%
-72.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -0.5% |
| 7D | -42.8% | -1.4% | -41.4% | -42.7% |
| 30D | -67.6% | -1.0% | -66.5% | -67.7% |
| 3M | -94.9% | -12.3% | -82.6% | -94.3% |
| 6M | -96.7% | -18.5% | -78.2% | -96.4% |
| YTD | -99.6% | -29.0% | -70.6% | -99.5% |
| 1Y | -99.7% | -40.7% | -59.0% | -99.6% |
| 3Y | -100.0% | -25.7% | -74.3% | -100.0% |
| All | -100.0% | -27.2% | -72.8% | -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 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