-38.6%
PDD vs D
+23.9%
-62.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +2.8% |
| 7D | +6.0% | +8.5% | -2.5% | +7.0% |
| 30D | +5.5% | +14.3% | -8.9% | +7.2% |
| 3M | -9.8% | +1.8% | -11.5% | -9.8% |
| 6M | -16.0% | +13.0% | -29.0% | -14.9% |
| YTD | -27.6% | +22.7% | -50.3% | -24.8% |
| 1Y | -38.6% | +22.6% | -61.2% | -36.7% |
| All | -38.6% | +23.9% | -62.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling