-18.7%
PDD vs D
+56.9%
-75.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -9.6% | -3.6% | -6.0% | -9.6% |
| 3M | -4.3% | -1.0% | -3.3% | -4.3% |
| 6M | -18.8% | +6.3% | -25.0% | -18.9% |
| YTD | -27.5% | +14.7% | -42.2% | -27.7% |
| 1Y | -33.6% | +16.9% | -50.6% | -33.9% |
| All | -18.7% | +56.9% | -75.6% | -24.6% |
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