-99.9%
DFNS vs PDD
+0.3%
-100.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -16.0% | -4.1% | -11.9% | -15.4% |
| 30D | -77.7% | -9.6% | -68.1% | -77.3% |
| 3M | -77.2% | -4.3% | -72.9% | -77.0% |
| 6M | -95.2% | -18.8% | -76.4% | -95.0% |
| YTD | -98.0% | -27.5% | -70.5% | -97.9% |
| 1Y | -98.3% | -33.6% | -64.6% | -98.2% |
| 3Y | -99.9% | -20.4% | -79.5% | -99.9% |
| 5Y | -99.9% | -19.6% | -80.3% | -99.9% |
| All | -99.9% | +0.3% | -100.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling