-31.9%
DIS vs PDD
-1.2%
-30.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +5.2% | +5.6% | -0.4% | +4.7% |
| 30D | +11.5% | +5.8% | +5.7% | +10.9% |
| 3M | +11.5% | -8.6% | +20.1% | +12.4% |
| 6M | +8.9% | -18.8% | +27.7% | +10.7% |
| YTD | +3.4% | -26.8% | +30.2% | +6.0% |
| 1Y | +7.2% | -39.3% | +46.5% | +11.6% |
| 3Y | +43.3% | -22.5% | +65.8% | +42.0% |
| All | -31.9% | -1.2% | -30.7% | -39.8% |
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 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