+120.6%
DUK vs PDD
+198.2%
-77.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.6% | -3.8% | +3.2% | -0.6% |
| 30D | +9.4% | -2.4% | +11.8% | +9.4% |
| 3M | +5.4% | -12.7% | +18.1% | +5.4% |
| 6M | +4.9% | -20.0% | +24.9% | +4.8% |
| YTD | +12.7% | -30.3% | +43.1% | +12.6% |
| 1Y | +7.8% | -42.4% | +50.2% | +7.7% |
| 3Y | +63.3% | -27.5% | +90.9% | +63.1% |
| 5Y | +54.2% | -14.9% | +69.2% | +55.1% |
| All | +120.6% | +198.2% | -77.5% | +120.4% |
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