-42.5%
PDD vs D
+16.4%
-59.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -1.0% | +2.4% | -3.3% | -0.8% |
| 30D | -2.4% | +10.9% | -13.3% | -1.1% |
| 3M | -14.6% | +2.8% | -17.5% | -14.5% |
| 6M | -19.6% | +12.7% | -32.3% | -18.6% |
| YTD | -30.0% | +20.3% | -50.3% | -27.4% |
| 1Y | -42.5% | +17.1% | -59.6% | -41.3% |
| All | -42.5% | +16.4% | -59.0% | -41.3% |
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