+0.3%
PDD vs D
+14.9%
-14.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +5.9% | +6.9% | -1.1% | +5.7% |
| 30D | +7.1% | +12.3% | -5.2% | +6.8% |
| 3M | -7.7% | +3.0% | -10.7% | -7.8% |
| 6M | -13.2% | +12.8% | -26.0% | -13.5% |
| YTD | -26.0% | +22.6% | -48.5% | -26.5% |
| 1Y | -38.4% | +21.7% | -60.1% | -38.9% |
| 3Y | -21.1% | +83.9% | -105.0% | -24.4% |
| 5Y | +0.3% | +14.0% | -13.6% | -12.9% |
| All | +0.3% | +14.9% | -14.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling