+190.4%
PDD vs D
+35.7%
+154.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -7.6% | -3.1% | -4.6% | -7.6% |
| 30D | -5.4% | +8.4% | -13.8% | -5.5% |
| 3M | -12.9% | +0.2% | -13.2% | -12.9% |
| 6M | -19.0% | +9.5% | -28.5% | -19.1% |
| YTD | -31.6% | +18.8% | -50.4% | -31.8% |
| 1Y | -43.0% | +14.7% | -57.7% | -43.2% |
| 3Y | -28.9% | +72.9% | -101.8% | -30.0% |
| 5Y | -18.4% | +13.1% | -31.5% | -20.0% |
| All | +190.4% | +35.7% | +154.7% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling