+120.9%
DUK vs PDD
+199.6%
-78.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.7% |
| 7D | +1.9% | -1.0% | +2.9% | +1.9% |
| 30D | +10.5% | -2.4% | +12.9% | +10.5% |
| 3M | +7.3% | -14.6% | +22.0% | +7.3% |
| 6M | +5.7% | -19.6% | +25.3% | +5.6% |
| YTD | +12.9% | -30.0% | +42.9% | +12.8% |
| 1Y | +8.6% | -42.5% | +51.1% | +8.5% |
| 3Y | +63.5% | -27.2% | +90.7% | +63.3% |
| 5Y | +52.4% | -8.2% | +60.6% | +53.2% |
| All | +120.9% | +199.6% | -78.7% | +120.7% |
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