+8.6%
DIS vs PDD
+216.8%
-208.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.6% |
| 7D | +5.7% | +5.9% | -0.2% | +5.2% |
| 30D | +12.7% | +7.1% | +5.6% | +12.1% |
| 3M | +15.2% | -7.7% | +22.9% | +15.8% |
| 6M | +17.6% | -13.2% | +30.8% | +18.6% |
| YTD | +3.8% | -26.0% | +29.8% | +5.9% |
| 1Y | +6.8% | -38.4% | +45.2% | +10.4% |
| 3Y | +42.1% | -21.1% | +63.2% | +41.2% |
| 5Y | -31.2% | +0.3% | -31.5% | -36.5% |
| All | +8.6% | +216.8% | -208.1% | -13.8% |
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