-21.6%
PDD vs D
+82.3%
-103.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +5.9% | +6.9% | -1.1% | +6.2% |
| 30D | +7.1% | +12.3% | -5.2% | +7.6% |
| 3M | -7.7% | +3.0% | -10.7% | -7.6% |
| 6M | -13.2% | +12.8% | -26.0% | -12.8% |
| YTD | -26.0% | +22.6% | -48.5% | -25.4% |
| 1Y | -38.4% | +21.7% | -60.1% | -38.0% |
| All | -21.6% | +82.3% | -103.9% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling