-100.0%
DFNS vs PDD
-1.2%
-98.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.1% | -11.1% | -12.0% |
| 7D | -44.0% | +5.6% | -49.6% | -44.9% |
| 30D | -69.1% | +5.8% | -74.9% | -69.6% |
| 3M | -95.6% | -8.6% | -87.0% | -95.5% |
| 6M | -96.2% | -18.8% | -77.3% | -96.0% |
| YTD | -99.6% | -26.8% | -72.8% | -99.6% |
| 1Y | -99.7% | -39.3% | -60.5% | -99.7% |
| 3Y | -100.0% | -22.5% | -77.5% | -100.0% |
| All | -100.0% | -1.2% | -98.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling