+211.0%
PDD vs D
+37.9%
+173.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | +5.6% | +3.0% | +2.7% | +5.6% |
| 30D | +5.8% | +11.5% | -5.7% | +5.6% |
| 3M | -8.6% | +3.7% | -12.3% | -8.7% |
| 6M | -18.8% | +13.5% | -32.4% | -19.0% |
| YTD | -26.8% | +20.7% | -47.5% | -27.0% |
| 1Y | -39.3% | +18.2% | -57.5% | -39.5% |
| 3Y | -22.5% | +73.3% | -95.8% | -23.7% |
| 5Y | -0.8% | +12.3% | -13.0% | -2.8% |
| All | +211.0% | +37.9% | +173.1% | +232.5% |
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