+131.7%
DHR vs PDD
+200.9%
-69.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.9% |
| 7D | -0.8% | -4.1% | +3.3% | -0.5% |
| 30D | +0.2% | -13.1% | +13.3% | +1.4% |
| 3M | +12.1% | -3.5% | +15.5% | +12.3% |
| 6M | +5.4% | -21.8% | +27.2% | +7.3% |
| YTD | -10.0% | -29.7% | +19.7% | -7.6% |
| 1Y | +4.1% | -36.2% | +40.3% | +7.5% |
| 3Y | -5.2% | -16.4% | +11.2% | -6.0% |
| 5Y | -28.2% | -23.8% | -4.4% | -31.7% |
| All | +131.7% | +200.9% | -69.2% | +81.1% |
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